In sleepy hollow folklore, the headless horseman was said to be

As according to the Sleepy Hollow folklore, the headless horseman was said to be a malicious soul that rides around the town of Sleepy Hollow on his demon horse, while carrying his head under one arm. In some stories, it is said to be that the Headless Horseman was a soldier killed by the opposing army during the American Revolution after a cannon shot off his head and after death, he rides around the place where he was killed to look in vain for his missing head.