The Norse god Odin in his many forms, astride his eight-legged steed Sleipnir, was deeply associated with the Wild Hunt, particularly in Scandinavia. Odin acquired another aspect (to add to his many other names and attributes) in this context, that of the Wild Huntsman, along with Frigg. The passage of this hunt was also referred to as Odin's Hunt or Asgardareia. In Celtic countries, the Wild Hunt was the hosting of the Sidhe, the fairies; its leaders also varied, but they included Gwydion, Nuada, and Herne the Hunter.
The myth of the Wild Hunt has through the ages been modified to accommodate other gods and folk heroes, among them King Arthur and, more recently, in a Dartmoor folk legend, Sir Francis Drake.
Seeing the Wild Hunt was thought to presage some catastrophe such as war or plague, or at best the death of the one who witnessed it. Mortals getting in the path of or following the Hunt could be kidnapped and brought to the land of the dead.
Compare it to another ghostly troop: the Santa Compaņa in Galicia.