This story belongs to a recognisable category of English ghost-lore in which denial of proper burial, rather than the act of murder itself, is what causes a spirit to walk. According to local tradition recorded by Hertfordshire folklorists, an unnamed pedlar was travelling home from Baldock fair sometime during the eighteenth century when he was murdered by a man named Thomas Fossey, who cut off his head and disposed of the body by throwing it down a well near Bygrave Farm.
With the pedlar's remains hidden and unburied, his spirit reportedly began appearing to travellers on the road nearby as a headless ghost, a sighting repeated often enough, according to the tradition, to become a recognised local hazard for anyone passing that way after dark. The haunting is said to have ended only once the body was eventually discovered and given a proper Christian burial, at which point the sightings stopped, a resolution that fits a widespread folk belief across England holding that unsanctified or hidden remains are what keeps a ghost walking, and that correcting the burial lays the spirit to rest.
No court record of a Thomas Fossey convicted of this murder has been traced for this entry, and the story is recorded here as traditional folklore rather than documented history. It remains, nonetheless, a specific and reasonably well-formed local legend, naming both a victim's trade and a named culprit, which sets it apart from the more anonymous ghost sightings recorded elsewhere in the county.
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