Headless Cross was created on -19-11-08.
The Headless Cupid was created in 1971.
The Headless Bust was created in 1999.
Land of the Headless was created in 2007.
Screaming Headless Torsos was created in 1989.
Headless Heroes of the Apocalypse was created in 1971.
The Headless Children was created on 1989-04-15.
The Night of the Headless Horseman was created in 1999.
Dance of the Headless Bourgeoisie was created on 1998-06-09.
Roland the Headless Thompson Gunner was created in 1977.
Juice - Headless Chickens song - was created in 1992.
Tony Martin was the person who sang in that album.
Often times in myths and fairy tales, evil things in general can't go across water (which is what would be under the bridge) so that might have something to do with it. Also, water is usually connected with cleanliness and purification, using it for Christian baptisms is one example. So the headless horseman might not be able to cross over something that is so good when he's evil.