He rides again

Shortly before this a man that many said was a daimon — though he himself claimed to be the famous Alexander of Macedon and resembled him in looks and general attire — set out from the regions along the Ister, after somehow or other making his appearance there. He made his way through Moesia and Thrace performing Bacchic rites. He was accompanied by as many as four hundred men equipped with Bacchic wands and fawn-skins, but they harmed no one. In fact all in Thrace at the time agreed that bed and board would be provided for the man and his company at public expense. And no one — no governor, soldier, procurator or local magistrate — dared to confront or contradict him. He traveled the whole time as if in a solemn procession as far as Byzantium and then, taking ship, he made his way to the region of Chalcedon where he performed some sacred rites by night, buried a wooden horse, and then vanished completely, never to be heard from again. (Cassius Dio, Roman History 80.18.1-3)