I found this story on Futility Closet's blog here. The original source was The Times, Dec. 19, 1821:
"A Mr. Smith was attacked at night, about a fortnight ago, in the neighbourhood of Hexam, by three men, who dragged him from his horse, and threw him on the ground face downwards. They made no attempt to rob him, nor did they utter a syllable. Mr. Smith also held his tongue until feeling the teeth of a saw enter into the flesh at the back of his neck, he exclaimed — ‘What are you doing with me?’
"On hearing his voice, one of the men observed with an oath — ‘It is not him!’ And all three immediately departed. These barbarians had obviously been upon the look-out for some object of revenge, whom they had intended to destroy by means of the instrument we have mentioned."