What Makes Headless Horseman Different? And you can always count on a run-in with the infamous Headless Horseman. Plan Your Visit to Ulster ParkThis year, visitors can expect 10 different attractions in total, including the brand-new Headless Horseman Escape Room. And of course, no trip would be complete without a run-in with the infamous Headless Horseman himself. Your Ghost Guide to The 50 Most Haunted Places in New York State Gallery Credit: Traci Taylor8 Of The Most Haunted Bridges In New York State New York State has several haunted bridges, each with its own ghostly tales and legends.