Copy/paste these into your chat box in game to hear them for yourself:

You've summoned him from the grave!
/script PlaySoundFile("Sound\\Creature\\HeadlessHorseman\\Horseman_Aggro_01.wav")
"It is over, your search is done! Let fate choose now, the righteous one!"

You knocked his head off!
/script PlaySoundFile("Sound\\Creature\\HeadlessHorseman\\Horseman_BodyDefeat_01.wav")
"So eager you are for my blood to spill, yet to vanquish me 'tis my head you must kill!"

Uh oh, he summoned pumpkins to attack you! *gasp*
/script PlaySoundFile("Sound\\Creature\\HeadlessHorseman\\Horseman_Special_01.wav")
"Soldiers arise! Stand and fight! Bring victory at last to this fallen knight!"

Great... rogue pulled aggro and died...
/script PlaySoundFile("Sound\\Creature\\HeadlessHorseman\\Horseman_Slay_01.wav")
"Your body lies beaten, battered and broken! Let my curse be your own, fate has spoken!"

Yay he's dead! Easy epics!
/script PlaySoundFile("Sound\\Creature\\HeadlessHorseman\\Horseman_Death_01.wav")
"This end... have I reached before. What new adventure lies in store?"

Or is he? No! He's outside lighting villages on fire!
/script PlaySoundFile("Sound\\Creature\\HeadlessHorseman\\Horseman_Bomb_01.wav")
"Prepare yourselves, the bells have tolled! Shelter your weak, your young and your old! Each of you shall pay the final sum! CRY for mercy! THE RECKONING HAS COME!"

Yay the lowbies put the fire out!
/script PlaySoundFile("Sound\\Creature\\HeadlessHorseman\\Horseman_Out_01.wav")
"My flames have died, left not a spark! I shall send you myself to the lifeless dark!"

But he lit another fire while the lowbies were occupied and he burned some stuff!
/script PlaySoundFile("Sound\\Creature\\HeadlessHorseman\\Horseman_Fire_01.wav")
"Fire consumes, you've tried and failed! Let there be no doubt, justice prevailed!"

He also laughs a lot
/script PlaySoundFile("Sound\\Creature\\HeadlessHorseman\\Horseman_Laugh_01.wav")
/script PlaySoundFile("Sound\\Creature\\HeadlessHorseman\\Horseman_Laugh_02.wav")
"ha ha ha ha ha ha ha ha ha ha ha ha ha"