Der Tod reit't doesn't seem so weird or supernatural to me. It is a song commemorating the heavy losses of the Wandervogel (a German youth movement) suffered during the battles in Fanders during WWI.

And not to forget Goethes famous Erlkönig.
Ritter Ulinger killed 11 virgins in the woods, the 12th is saved by her brother.
Heer Halewijn, a similar rogue with the same fate, from Belgium.

But really spooky is Gottfried August Bürger's Lenore.
Lenore is an unmarried mother, her lover was pressed to military service and never came back. One night he comes back and brings on horseback to their marrying - in a cemetery, where she discovers he is skeleton and long dead. That is the spookiest poem I ever read. It was set to music by several composers, but I didn't find the sheets or a sound track.