Ghost Ship

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

Background
Ghost Ships are vessels, according to old stories by sailors, that appear out of the fog. Supposedly, they are ships that should have sunk, but sails once more on thin air, helmed by undead.

Normally, they are encountered in areas that have a large bodies of water such as the sea or a large lake. However, the one that originated from the Katze Plains is considered to be a unique case due to appearing so far inland without any large source of water body near it.

The Invaders of the Large Tomb Arc
When Heavy Masher encountered an Elder Lich in the Great Tomb of Nazarick, Gringham noted that there were stories about one elder lich who is commanding a ghost ship within 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 Ooal Gown remembered about the reports of a mysterious ship traveling the Katze Plains. Ainz 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 encounter 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 derelict ship that Gustav Montagnés identified as a ghost ship. Despite Remedios Custodio's wish to attack the vessel, her adjutant convinced her not to do so or otherwise, as it may warrant consequences from the Sorcerer Kingdom. His advice proved to be wise after all, as it was flying the banner of the Sorcerer Kingdom.

Trivia

 * The arrival of a Ghost Ship are heralded by a thick fog.
 * As of now, it is unclear whether the Ghost Ship is a magic item, a unique undead monster or some kind of special summon.