There have been a few movies and TV series with a headless horseman:
Will Rogers as Ichabod Crane, Lois Meredith as Katrina Van Tassel, both starred in The Headless Horseman (1922)
Disney's The Legend of Sleepy Hollow (1949) and The Adventures of Ichabod and Mr. Toad (1949)
The Legend of Sleepy Hollow (1980) - movie made for TV
Once Upon a Midnight Scary (1989) - Vincent Price
The Legend of Sleepy Hollow (1992)
Tim Burton's Sleepy Hollow (1999) - Johnny Depp as Crane and Christopher Walken as the horseman
Night of the Headless Horseman (1999)
Headless Horseman (2007)
The Smurfs: The Legend of Smurfy Hollow (2013)
The TV series Midsomer Murders episode "The Dark Rider" had a headless horseman.
The TV series The Hollow (2004) - Shown on ABC Family
The TV series Sleepy Hollow (2013, I think)
There are foreign films with a headless horseman as well, particularly in Italian language.