The common point of most of the "Doomed Soul" legends is that the wanderer has made an oath to the effect of "I will do X despite Hell itself." Im general, the swearer disappears during the attempt, presumably dying and is resurrected as a spirit.
In the US, probably the most famous story of this sort occurs in Massachusetts and is known as "Peter Rugg." This was updated to William Saroyan's tale, "The Phantom Flivver."
There is a related tale which took place at the Tappan Zee on the Hudson River. It is reported by Harold W. Thompson in "Body, Boots, and Britches," 1939, p. 466. This legend refers to Rombout van Dam, who swore to row home after a late party Saturday night, violating the Sabbath. His destination was his home near Spuyten Duyvel. He may occasionally be seen rowing home. The same paragraph also refers to the Storm Ship of the Hudson. This may be a variant of a New England legend, although there are those who report having seen it.