I have certain favorites among all the ghost stories out there. In England, one such straddles the line between ghostlore and folklore: Herne the Hunter, who haunts Windsor Forest, around the eleventh century castle of the same name.

Folklore experts--among them the generally discredited Margaret Murray--point out that Herne, who is usually depicted as a man wearing a helmet made of a deer's antlers, bears a striking resemblance to the Celtic god Cernunnos, lord of the forests, animals, and fertility.
Herne has also been linked to the Wild Hunt, a spectral band of riders, horses and hounds originally from Norse and Germanic mythology. (Other ethnic folklore has taken up the Wild Hunt; there's even a Cajun version in Louisiana lore know as the Chasse Galerie, composed of those who hunted on the Sabbath instead of going to church.)
Historically though, Herne's story goes something like this: Herne was a forest warden (we'd call him a park ranger or a game warden) in Windsor Forest during the reign of King Richard II (r. 1377-1399). On a hunt one day, he saved the king from being gored to death by a wounded stag by throwing himself in front of the animal. Herne was mortally wounded, but a man who has been described as a wizard appeared out of nowhere and told the king that if the dead stag's antlers were cut off and tied to Herne's head he would recover. This was done, Herne got well, and the king bestowed so many favors upon him over the next several years that jealous fellow huntsmen went to the king and accused Herne of witchcraft. A search of Herne's hut in Windsor Forest revealed a crude altar on which were found the skulls of several animals--the exact species the royal hunt had killed that day. In fourteenth century England, as in most medieval societies, witchcraft was considered a form of heresy; accused witches would be tried in ecclesiastical courts and burned to death. Rather than face such a fate, Herne ran out into Windsor Forest and hanged himself from a giant oak tree. Until 1796, one particular ancient oak was pointed out as "Herne's Oak"; the tree that was blown down in an 1863 storm, and famously burned in her own fireplace by Queen Victoria "to lay the ghost" was a tree planted to replace the original, which actually stood in another location.
As a ghost, Herne was a well-established Windsor tradition by the time of Shakespeare; in THE MERRY WIVES OF WINDSOR (1600) he's used to play a joke on the foolish lovelorn Sir John Falstaff. As Mrs. Page says in Act IV, scene iii:
There is an old tale goes that Herne the hunter,
Sometime a keeper here in Windsor Forest,
Doth all the wintertime, at still midnight,
Walk round about an oak, with great ragged horns. . .
You have heard of such a spirit, and well you know
The superstitious idle-headed eld
Received and did deliver to our age
This tale of Herne the hunter for a truth.
Sightings of Herne are bad omens. He is such in Harrison Ainsworth's novel WINDSOR CASTLE (1843); Henry VIII's repudiation and judicial murder of his second wife, Anne Boleyn, follows upon a sighting of Herne. Herne is said to have appeared in 193l, just before the Great Depression affected Great Britain, and again in 1939, just before the outbreak of the Second World War. He was said to have been seen on horseback in 1962, racing through Windsor Forest accompanied by great hounds of a breed not seen in England in nearly seven centuries. The most recent report comes from the early 1970s, when an observer was allegedly found a suicide, hanging from an oak, after seeing Herne.

One final note: Those who haven't read it already, check out Anexplorer's blog at http://anexplorer.blogstream.com. He has a beautifully written and illustrated account of a personal experience of the supernatural he had in England. It's truly chilling.
Until next time, fair thee well.