The Headless Horseman
If you roam the wilds of Skyrim for long enough, you might encounter a ghostly rider who seems to have lost his head, in reference to Washington Irving's Legend of Sleepy Hollow.
As soon as you spot him, he'll begin galloping off into the distance. Give chase for long enough, and he'll lead you to a burial site, likely his own, where you can find some valuable enchanted loot.