Sherlock Holmes S05 E01 The Disappearance of Lady Frances Carfax

"Jeremy Brett is Sherlock Holmes."

Watson, on holiday in the Lake District, meets the enigmatic Lady Frances Carfax, who is being haunted by the ghost of a horseman. Holmes decides to come up to join Watson, but by the time he arrives Lady Frances has vanished without trace. Holmes investigates and becomes very curious about the ghost.