Ghost Ship

Ghosts Ships are infamous derelict vessels that haunt the New World.

Background
Ghost Ships are vessels, according to sailor, that appear out of the fog. They are ships that should have sunk, but sails once more, and helmed by the undead.

The Invaders of the Large Tomb Arc
When Heavy Masher encountered an Elder Lich in the Great Tomb of Nazarick, Gringham noted that their were stories of one lich commanding a ghost ship in the Katze Plains.

The Ruler of Conspiracy Arc
Whilst in discussing to Pluton Ainzach on the the Sorcerer Kingdom's intent to nationalize the Adventurer's Guild, Ainz remembered about the reports of a mysterious ship traveling the Katze Plains. He wanted to investigate the claims so he could consolidate his control over the region.

The Paladin of the Holy Kingdom Arc
The Holy Kingdom Liberation Army had an ecnounter with a Ghost Ship. While traveling to the capital of the Sorcerer Kingdom, the delegation were engulfed by a blanket of fog. Out of the fog came a vast derlict ship that Gustav Montagnés identified as a ghost ship. Despite Remedios Custodio's wish to attack the vessel, her adjudant covinced her otherwise. His advice proved to be wise, as it was flying the banner of the Sorcerer Kingdom.

Trivia

 * As of now it is unknown if the Ghost Ship is a magic item or a unique undead monster.