Here is a quote from Patricia A. Turner's book I Heard it through the Grapevine: Rumor in African-American Culture (U. of California Press, 1993, p.61. It's about some pranks done by the KKK to frighten blacks.
"For example, mounted Klansmen would remove false heads attached to the top of their robes and hand them to terrified blacks to hold. Another prank involved the Klansmen hiding oilskin bags beneath their robes and then, pretending to have an insatiable thirst, asking frightened blacks to bring them prodigious quantities of water, which immediately disappeared--right into the bags by means of a concealed tube. Such ostensibly harmless pranks were meant to serve notice to blacks that these mysteriously clad horsemen had supernatural powers."
