The legend of the Headless Horseman begins in Sleepy Hollow, New York, during the American Revolutionary War. Traditional folklore holds that the Horseman was a Hessian trooper who was killed during the Battle of White Plains on 28th October 1776. He was decapitated by a cannonball, and the shattered remains of his head were left on the battlefield while his comrades hastily carried his body away.

Source: Wikipedia