From "Between Heaven and Hell"
Once upon a time, four hours before their deaths, two of Arthur's knights greeted the day with joy and satisfaction. One emerged from a tavern wench's bed, his fiery hair a riot of uncombed curls, his face split into a hearty grin. The other stepped out of a priest's hole, his huge frame stooped from the hours of prayer, but his eyes shiny and bright like freshly polished brass.
Then the Picts came.
When the raid was over, the knights were dead, their bodies gone. The village priest said prayers for them because he had seen them die. The sinner had been pierced through the chest, falling headfirst into the water while his blood poured into the sea. The shriven one had been cut in half lengthwise, his armor and his size no help against the Pict's heavy sword.
So the priest said prayers, imploring God to take their souls into His mighty hand. But the prayers were in vain. The knights' spirits could not go to Heaven nor were they owned by Hell.
They had gone somewhere else entirely.