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Its been a while since i transcribed something from my shelf for the site but the ressurection of the 'animal ghosts' thread had me looking to my copy of Frank Podmore's Studies in Psychical Research, (London: Kegan Paul, 1897).
This vivid tale jumped out (pp. 273 - 274):
Unfortunately the location of this encounter is not noted.

edit: minor spelling mistakes corrected.
This vivid tale jumped out (pp. 273 - 274):
Mrs. E. F. writes (Feb. 7, 1882,) that she and her sister with a maidservant were returning from church one Sunday evening, ten ot twelve years previously. There was a thick fog, and the moon was full. Mrs. E. F. saw a man close to them and pulled her sister's sleeve, whispering to let him pass. "As I spoke, the man disappeared - its seemed into C.'s dress; neither C. nor the maid had seen him, and he had made no sound. In another moment we were bewildered at the sight around us; it was as if we were in a crowded street; innumerable figures were around us, men, women, children, and dogs; all were moving briskly about, some singly, others in groups, all without a sound; they appeared mist like. There was a broad strip of grass on our right, and a narrow strip on our left; the figures were hidden directly they got on either of these dark strips, or when they passed into ourselves; but as we walked on they came from every quarter. Some seemed to rise out of the grass on either side of us; others seemed to pass through us and come out on the other side. The figures all seemed short, dwarf-like, except one, of whom i write after. The women were dressed in by-gone fashion, high bonnets, big cloaks or shawls, and large flounces on their dresses, such as i remember my mother wearing when i was a child. We three were never mistaken as to the identity of the different shapes; if one saw a man, all saw a man; if one saw a woman, all saw the woman; and so on. Overhead it was perfectly free of them; they were walking on the ground as we ourselves were. We saw two men (at different intervals) that had sparks all round their faces; they appeared to grin. As we saw the second of these, looking hideous, close to us, one of my companions said, 'I can't pass that,' and I answered: 'Look at the sky, you don't see them then.'" Mrs E. F. goes on to describe a tall man - twice as tall as any of the other figures - who walked close beside them, with long, noiseless strides, on the road, never swerving, but walking as with purpose. This figure kept with them when all the rest had vanished, and finally walked on when they turned in at their own gate.
[Miss C. M. B. corroborates her sister's account, see also Proceedings of the S.P.R., III, p. 77.]
Whew! I don't remeber the last time i typed so many commas and semicolons but the text is verbatim.
Unfortunately the location of this encounter is not noted.
edit: minor spelling mistakes corrected.