Headless Horseman

The Headless Horseman will spawn randomly anywhere in the world between 10:00 p.m. and 5 a.m. usually riding his ghostly steed. He will occasionally stop to let you examine him and will continue riding. The Horseman performs no actions, and cannot be harmed. Currently the only things that the Horseman has uttered is "Finality." and "Such an abrupt end to our game". If you continue to follow him, he will normally lead you to Hamvir's Rest. There you can find three skeletons, a Draugr, and a master-level chest, as well as a couple of items in the area. The Headless Horseman can be seen here, on foot and on video. 

Known spawn locations

 * Road leading from Anga's Mill to Forsaken Cave at 4:35am, 5th of Sun Dusk.
 * Road between Falkreath and Helgen at 10:20pm, 24th of Last Seed.
 * Road by Honningbrew Meadery.
 * At Dragon Bridge, heading south, chasing his horse at 10:49 pm, 4th of First Seed, also 12:08 am, 24th of Heartfire.
 * On the road north of Gloomreach traveling up the pass at 11:28, 24th of Last Seed.
 * At the signpost immediately south of Falkreath Stormcloak Camp at 11:59 PM, 10th of Frostfall.
 * On his horse near the entrance to Labyrinthian.
 * The road that leads to and around Fort Kastav.
 * The road the leads to Salvius Farm from Kolskeggr Mine at 2:30 am of First Seed.
 * At around 11pm 5th of Sun's dusk from Blind Cliff Cave to Salvius Farm he comes about and double backs as he nears the farm, he runs on the same road till he crosses the bridge near Kolskegger Mine.
 * Road leading from Steamcrog Camp to Kynsegrove, Eastmarch.
 * On the road along the norhern coastline between Broken Oar Grotto and the northeast exit of Solitude at 11:45 pm.
 * I actually saw him appear on foot at Hamvir's rest running south east.
 * On a path between Morthal and Labyrinthian
 * The road between Markarth and Falkreath
 * North of Robber's Gorge heading south on the road riding his horse at 5:00 AM 7th of Heartfire.