help, please! classic horror story

This one is driving me nuts ... done my 'homework' for writers group, and thought of classic tale set in a cell where the inmate complains of seeing horsemen/swordsmen coming across the sands/beach towards the prison every night - they get nearer every night as he 'dreams' - guards finally hear his grizzly end last night as they refuse to believe and keep him locked up. Anyone know what I'm talking about? I am certain this is a classic, but cannot find it - neither author or title. Please put my mind at rest - I don't want to start dreaming this myself .....