I found the following story on Futility Closet's blog here. The original source was Charles Whitehead’s Lives and Exploits of English Highwaymen, Pirates, and Robbers (1883).
"Charles Whitehead’s Lives and Exploits of English Highwaymen, Pirates, and Robbers (1883) recounts a notable heist by one Arthur Chambers. Chambers rented a room from a wealthy landlord, and after winning his confidence, approached him one day with the sad news that he had just witnessed the death of his brother, who had enjoined him to convey his remains to Westminster Abbey. The landlord, moved by Chambers’ story, agreed to safeguard the coffin overnight in his own house, and Chambers arranged to have it delivered there.
"'That artful rogue was, however, confined in the coffin, in which air holes had been made, the screw-nails left unfixed, his clothes all on, with a winding-sheet wrapped over them, and his face blanched with flour. All the family were now gone to bed, except the maid-servant. Chambers arose from his confinement, went down stairs to the kitchen wrapped in his winding-sheet, sat down, and stared the maid in the face, who, overwhelmed with fear, cried out, ‘A ghost! a ghost!’ and ran up-stairs to her master’s room, who chid her unreasonable fears, and requested her to return to bed and compose herself. She, however, obstinately refused, and remained in the room.
"'In a short time, however, in stalked the stately ghost, took his seat, and conferred a complete sweat and a mortal fright upon all three who were present. Retiring from his station when he deemed it convenient, he continued, by the moving of the doors, and the noise raised through the house, to conceal his design: in the mean time, he went down stairs, opened the doors to his accomplices, who assisted him in carrying off the plate, and every thing which could be removed, not even sparing the kitchen utensils.
“The maid was the first to venture from her room in the morning, and to inform her master and mistress of what had happened, who, more than the night before, chid her credulity in believing that a ghost could rob a house, or carry away any article out of it,” Whitehead writes. “In a little time, however, the landlord was induced to rise from his bed, and to move down stairs, and found, to his astonishment and chagrin, that the whole of his plate, and almost the whole of his moveables, were gone, for which he had only received in return an empty coffin."'