1815: Prisoner Vanishes in Full View of Witnesses
In 1815, a singular event occurred at the prison of Weichselmünde in Poland. A valet named Diderici had been imprisoned for impersonating his master after the latter had died of a stroke. On this particular day, he was one of many prisoners shackled together in a line and walking in the exercise yard of the prison.
Inexplicably, Diderici began to fade from view. In later interviews with prisoners and guards, it was determined that -- in full view of the men both in front and behind the prisoner -- Diderici became invisible; and moments later, his manacles clinked to the ground, slack, showing they were no longer holding anything.
Nothing more was ever heard of Diderici.
This tale is a 'False Lead', a story that's just not true in the first place. In this case, the story is a historic construction starting with an actual confirmable event, to which a fictitious supernatural element was then added.
A prisoner named Diderici did in fact go missing at Weichselmünde prison, but in 1812~1813, not 1815. Due to a previous escape attempt, Diderici had to wear heavy iron fetters at all times. When the prison was surrendered by the French back to the Prussians in 1813, the roll of prisoners was checked and Diderici was found to have the word 'missing' written next to his name. When the commandant was questioned about where Diderici was, he offered up his guess that the heavily-weighted prisoner had possibly leaped or fallen into the Vistula River while walking on the walls of the fortress at a moment when he was not being watched... which sounds suspiciously like it wasn't accidental, though it is also true that Diderici had attempted to escape once already. Perhaps he had tried again, sucessfully or not. So he did not vanish supernaturally in full view of witnesses, as the legend attests.
The earliest I've tracked this legend so far is to Jay Robert Nash's 1978 book, Among the Missing, from which all modern repetitions stem... so, for now, Nash has to take the blame for creating this story. Historic rewrites like this generally relied on the fact that researchers in the past would be able to just find enough data to confirm the names and places in the legend were right, and then hopefully simply assume the rest was true. Since the advent of the internet and the access this has allowed to old books and newspapers, more and more of these rewrites are being caught now.
Diderici, by the way, may have been the earliest and most successful identity thief of all time; to read more of his crime, follow the 'See Also' link below.