The legend of the disappearance of James Worson on 3 September 1873 probably originates in a short story entitled An Unfinished Race by the American journalist and author Ambrose Bierce, written around the time it was set. The story is included in a modern collection entitled Present at a Hanging and Other Ghost Stories. The legend is often included as fact on lists of unexplained disappearances.
Story
According to the legend, James Worson, a shoemaker who lived in Leamington Spa, Warwickshire, England, undertook a bet, while under the influence of liquor, that he could run non-stop from Leamington Spa to Coventry, a distance of approximately 9 miles. He started to run, accompanied by the unnamed receiver of the bet, Barham Wise, a linen draper, and Hamerson Burns, a photographer, who followed him with their horse-wagons to verify the event. During the race, Worson stumbled and fell, "with a terrible cry", and vanished before he hit the ground. He was never seen again.
Ambrose Bierce himself mysteriously disappeared in October 1913.
References
Present at a Hanging and Other Ghost Stories, Ambrose Bierce, 2003