The Headless Horsemen is a folklore character dating back to the Middle Ages. He's very well known from Washington Irving's 1820 The Legend of Sleepy Hollow, or from Tim Burton's 1999 Sleepy Hollow. He was originally a decapitated ghost, roaming the countryside on his horse. However, his original incarnation was much more disturbing.
In Celtic folklore, Dullahan is a headless spirit riding a black horse, holding his constantly-rotting head under his arm. His horse wagon's wheels are made of thigh bones, and his whip is made of a human spine, which he uses to slash the eyes of his victims. You cannot keep out the dullahan with locks or gates; they open upon his arrival. What does keep Dullahan away, however, is gold, no matter how much.
The only time he stops riding is when he is near the person due to die. He calls out their name, and they instantly die. However.. do not watch Dullahan ride. If you watch him while he collects souls, he throws a bucket of blood on you...
A sign that you are the next to die.