The Headless Horseman is a villain that briefly appears in a few scenes in Dread N' Breakfast.
According to folklore, when the Horseman was alive, he was a Hessian solider who served in the Revolutionary War. He lost his head after it was severed by a cannonball. He haunted a town called Sleepy Hollow before apparently setting his sights on Dimmsdale. Timmy Turner encounters him while being chased around his house by Mr. Crocker, Dark Laser, and Tootie. The Headless Horseman was chasing another pair: a boy and a dog that bear an uncanny resemblance to Shaggy and Scooby from Scooby Doo.
He has a fiery jack-o-lantern for a head. He also carries a fiery glowing sword.
Aside from his brief cameo earlier in the episode, the headless horseman is later seen when the Turners' open up a restaurant in their house, and the headless horseman is amongst the first few guests along with Vicky and Francis.
During a scene in Wishology, Timmy envisions a world where he doesn't have magic to help correct the daily horrors he experiences. Amongst the horrors is Vicky, who has literally become a headless horseman astride a three-headed demonic dog. She throws her pumpkin head at Timmy and it explodes. This is not the same headless horseman that was featured in Dread 'N' Breakfast, however.
The Headless Horseman made a brief appearance in Scary Godparents. (Although that could've been someone who was wearing a costume that was transformed by magic.)