Headless Horseman Festival returns to Conner Prairie for 42nd yearFISHERS, Ind. Conner Prairie opens its annual Headless Horseman Festival on Thursday. This year’s festival will again tell the story of Ichabod Crane and the Headless Horseman throughout a hayride. It’s creepy … It’s a great time for those that want to be scared.”The Headless Horseman Festival runs Thursdays through Sundays until Oct. 26. Admission is free for Conner Prairie members.