There's no such thing as ghosts . . belief in such things is utterly stupid.
That said . . the story I read (in a book from the 60s) is that a wagon was being driven by a man and his daughter. They stopped at a friends house and it was raining quite hard, but he wanted to get home to his wife so they didn't stay despite his friends offering shelter. They were never seen alive again, but they were seen by several people . . a toll collector said he saw a man with a girl in a wagon who rode past so fast he couldn't collect the toll.
The next bit I'd have to re-read, but I do beleive it was a priest walking along the road when the wagon appeared and drove him off the road. The wagon rode up on the rock and the horse left it's print in the stone, called the devils footprint afterwards.