Talking about Celtic heritage there's a very interesting tradition.
After Brittany and the British Islands the areas of Europe which retained the strongest Celtic element are Galicia (Spain) and Lombardy (Italy). Mind you, I am not talking about Gaelic culture but true Celtic heritage. The most visible traditions may have been eradicated by centuries of foreign rule but the Celtic DNA has surely left a mark on these populations (trust me... my mother hails from an Alpine valley in Lombardy and green-eyed, fair-haired folks with light skin make up the bulk of my maternal ancestry).
Anyway both these areas have a very curious and interesting tradition which is called the Santa Compana (the Holy Company).
To put it bluntly, it's a procession of the dead ones. During some particular nights people "with a particular sensibility" could see a column of marchers carrying torches or lit candels. Even those without "the gift" can smell the melted wax and feel a cold breeze.
In some areas the marchers are clad in white capes, in others they sing Christian hymns, in others still they speak an unintelligible language. Most folk traditions agree that the best course of action is to throw oneself on the ground, face down, and stay there until they are well passed.
In Galicia they are led by a living person carrying a wooden cross: this one person is bound to carry out this ritual for the rest of his/her life unless he/she finds someone else (from the same parish) to take over.
In Val Camonica they are believed to be souls being marched to Purgatory but this a very late addition: the Church always had problems fully converting these mountain folks and keeping heresy at bay and still in XVII century the Holy Office found a pagan santuary (supposedly dedicated to Hercules) still secretely used at night by mountain folk near the modern Capo di Ponte. For the Inquisitors it was probably much easier to christianize pagan traditions than try and eradicate them.
This tradition has been explained as a suvival of Celtic traditions: in Galicia the Santa Compana supposedly march towards Cape Finisterre, the ancient Land's End. Most of these folktales agree the souls are marching westward... the Celtic Paradise.
Do you know similar tales from Britain or Ireland?