The Wild Hunt

"Soon after darkfall there came for a while the far-off sound of hoofs at gallop through the sky, outrunning the wind, and a baying and yelping. Skafloc himself shivered. The Wild Hunt was out."
-Poul Anderson, The Broken Sword (London, 1977), Chapter XX, p. 138.

In which other work or works does Anderson describe the Wild Hunt?

The dead go in several directions:

Hel
Niflheim
Valhalla
Aegir's Hall
the Wild Hunt
barrows, from which they can be recalled (see here)