Headless ghosts. Even a staunch ghost-hunter might think twice about looking for one of these.
One of the most popular ghost stories in that line is the story of the Headless Horseman of upstate New York, who rides the night looking for his head - and if you're unlucky enough to be out when he is, he might just take yours.
Washington Irving gave the Horseman lasting fame in his short story, "The Legend of Sleepy Hollow"; he adapted it from a Revolutionary War legend. The legend states that a Hessian (i.e., a German mercenary), fighting for the British, literally lost his head in battle when a cannonball blew it right off his body. Since that time, he searches for his lost head.
The headless ghost of a woman haunted a house in England, occasionally entering an unwary sleeper's bedroom and waking him or her with an icy hand on the forehead. Eventually, one person had the courage to follow her; she led him to a cellar, pointed to a certain spot, and vanished. When the area was examined, treasure was discovered.
The ghost continued to haunt the house, however, until someone else followed her. She revealed more treasure, and after this incident, she never reappeared.
Elliott O'Donnell wrote of a man who experienced the eerie sounds of footsteps behind him as he walked alone down a deserted country road one moonlit night. Eventually, he saw something - not a form, not a strange vapor, but a shadow. Only a shadow; no body. The shadow approached him rapidly; he drew aside as it passed and saw that it was the shadow of a well-built man with no head. He felt a rush of extreme cold as the thing passed him.
Anne Boleyn sometimes walks the Tower of London, carrying her head. Sometimes she rides to her former home in a carriage drawn by headless horses, driven by a headless coachman; her head is in her lap. The First Earl of Holland has been seen in his former house in London, also with his head in his hands. (His house - Holland House - is now a youth hostel.)