There was a Welsh tradition, similar to "riding on a rail", named the "Ceffly pren", which translates literally as "wooden horse".

To quote the best book on the Rebecca Riots (1839 - 1844) I have read, "And they blessed Rebecca" by Pat Molloy (pub. Gomer Press, 1984):

"[The ceffyl pren was] the old Welsh method of frightening or punishing those who had offended against the strong rural sense of morality and justice and of righting the wrongs they had done; of carrying in rowdy procession on the wooden horse, and then burning the effigy of, such offenders as adulterers, harsh landlords and the fathers of bastard children who, hiding behind the provisions of the new Poor Law which made the mother entirely responsible for her own predicament, failed to face up to their moral obligations. And riotous affairs they were. Frightening and embarrasing - and not infrequently physically painful - to their victims, but great occasions for letting off steam in exciting nocturnal rides in boisterous company. And for coming home at daybreak with that marvellous feeling of self-righteousness born of doing the Lord's work for him in punishing the wicked."

On this evidence, the tradition of riding on a rail or similar seems to be found in Ireland, Scotland and Wales and is therefore Celtic in origin, but has had various literal interpretations of scripture superimposed.