I have another interesting story about that, from the century before the last one as it happens: my great grandfather and a friend of his was walking along a road on a misty evening, talking about this and that. After a while another man caught up with them and made them company for a stretch, but without saying anything. After another while the man dropped off and disappeared into the fog.
My great grandfather and his friend continued for a while in silence, until the friend felt he had to say what he sensed was on both of their minds: "Uhum, did you notice something odd about that man that made us company just now?", "yes! I certainly did" said my great grandfather "but I didn't want to say. He didn't have a head!". "Exactly!" said the friend.
To this day nobody can understand how a man without a head could be seen walking around in the Danish countryside.