In my travels, I have spotted on numerous occasions what appears to be a ghostly creature galloping through the wilderness. But, I have only ever seen it from a distance at night, and have not been able to catch up to it. I noticed on my last attempt to chase it down that there were Thalmor Justicars (one of whom was using Frostbite) and a frost Blood Dragon. So is it actually a Ghost Animal, or was it just some random beastie who had got caught up in a frost spell?

I have seen and killed what looked to me like a hag ghost like an ice wrath but in the shape of a woman and she shot three ice spikes at me at a time it was cool it was near winterheld on my way to the cottage next to the water and about 6 horkers, just attacked out of the blue.

You sure it's not the summon familiar spell? It summons a ghostly wolf. Some NPCs also do this at times.

does it look like this? http://www.uesp.net/wiki/Skyrim:Headless_Horseman

What you saw was a wisp mother.

There are ghost animals as part of Kyne's Sacred Trials, but I don't think you seem them until you trigger the quest.

Yup that would be exactly what i saw.
Thank you

That may just be it! Like I said, I've only seen it at a distance, but it seemed to move like a horse. It must have been the Headless Horseman! Now I absolutely have to follow him...but first I need to collect Nord heads for him to try on.

i'll try to post my close up screen shot of him later tonight after work. in the meantime you could try visiting the cemetery he frequents and night and you might catch him there.