Utah

Born Lilian Desmarais to mortal parents in 1847.
Rode with The Four Horsemen in 1867 and went to Hell upon his death shortly later.
Initially went to Satan's realm but was taken by Belphegor to his own realm after an unknown period of time.
The town of Winter still reports haunting by a figure they call The Hanged Man, though this may be more an apparition of the town's guilt than a ghost of Utah himself.
Full story of The Hanged Man