I don’t remember that being in the original Painkiller, though maybe it’s just been too long, but are you maybe thinking of a dullahan?

The Dullahan (Irish: Dubhlachan; dúlachán, /ˈduːləˌhɑːn/) is a type of legendary creature in Irish folklore. He is depicted as a headless rider on a black horse, or as a coachman, who carries his own head.