Dullahan

The Dullahan was a headless death spirit coachman that is sometimes seen with his head under one arm. He is "known as coach-a-bower (cóiste-bodhar), sometimes drawn by headless horses. In the coach, there is a coffin; Thomas Crofton Croker called it the Death Cart. The Dullahan were usually accompanied by the banshee, wailing as if in the funeral. Sometimes, this banshee is also headless. In other tradition, the Dullahan doesn't ride in a coach, but ride a headless horse." (Jimmy) He is the appears as an omen of death just like the Banshee in Ireland. The Dullahan's skin is a moldy cheese color and his"head has a large mouth and huge eyes that dart around like flies. And in some of the stories his horse has a head too. Its head is longer than its body by 6 yards and has flaming eyes and short ears."(Charles). He usually carries around his whip which is said to be made from human spines which he uses to remove the eye's of anyone who is spying on his ventures. It is said that wherever he stops is where someone is about to die. 

"There are antecedent to headless phantom or person are scattered throughout older Celtic literature. The best known was Curoi (or Cu Roi), a king of Munster, who was involved in a beheading games with three Ulster's champions in the tale of Fled Bricrenn (Feast of Bricriu). A similar beheading tale is found in Middle English poem Sir Gawain and the Green Knight." (Jimmy)

References 

Charles Welsh. Irish Fairy and Folk Tales. In Irish Literature, ed by Justin McCarthy. Volume III, pg 19.
MacKillop, James. A Dictionary of Celtic Mythology. Oxford: Oxford UP, 2004. Print.

Jimmy, Joe. "Faeries." Timeless Myths. N.p., 1999. Web. 06 Dec. 2012.

Rose, Carol. Spirits, Fairies, Leprechauns, and Goblins: An Encyclopedia. W. W. Norton & Company, 1998. Print.