via Wikipedia, the Wild Hunt:
The Wild Hunt is an ancient folk myth prevalent across Northern, Western and Central Europe. The fundamental premise in all instances is the same: a phantasmal, spectral group of huntsmen with the accoutrements of hunting, with horses and hounds in mad pursuit across the skies or along the ground, or just above it.
The hunters may be the dead or the fairies (often in folklore connected with the dead). The hunter may be an unidentified lost soul, a deity or spirit of either gender, or may be a historical or legendary figure like Theodoric the Great, the Danish king Valdemar Atterdag, the Welsh psychopomp Gwyn ap Nudd or the Germanic Woden (or other reflections of the same god, such as Alemannic Wuodan in Wuotis Heer (“Wuodan’s Army”) of Central Switzerland, Swabia etc.)