barghest

A legendary monstrous black dog, said to possess large teeth and claws, and (sometimes) to be capable of changing form.

In English folklore, a barghest is a monstrous dog with huge claws and teeth. This creature is said to roam around Yorkshire, and anyone who sees the dog will die soon after. There are barghests reported in Tennessee. On the grounds of Rotherwood Mansion in Kingsport, a monstrous black dog is said to roam, howling mournfully. Locally, he's called "Hound of Hell." Again, anyone who sees this creature is certain to suffer imminent death.

"Folklore often portrays barghests as guardians who lead lost travelers home," I said, not answering his question in the least, or mentioning that more often barghests were considered portents of death.

Any ghost, wraith, hobgoblin, elf, or spirit.

Yet another possibility is that the headless man is a barghest, sometimes referred to and spelled as 'barguest', 'bahrgeist' or 'boguest'. These are creatures primarily associated with the north of England – Northumberland, Durham, Yorkshire and Lancashire. They assume at will the form of a headless man, a headless lady, a white cat, a rabbit, or dog, or a black dog. The barghest is a fiend that is attached to a particular place, more often than not an isolated piece of land, a wooded area, cloughs or wasteland. The barghest is known as a portent of disaster or death for those who see it; it is also said that death may not visit the person who sees the barghest but could kill a family member instead.