When Brom and Ichabod are figting the horseman they run across the covered bridge and the horseman follows them. In a grand majority of legends (including the original story the movie is based on) such creatures are unable to cross over running water.
This movie was a re-invisionment. True that in most folk tales, evil spirits cannot cross running water, however in a lot of current movies that has either been ignored or has become one of those "rules" that actually is not true when the monster/spirit is "real", for instance like how the rules for vampires change with just about every movie except for a few core ones. As I was saying, this movie is a retelling of the original, it does not try to reproduce the original, as with Burton's newest film, Planet of the Apes. So this isn't really a mistake as the running water isn't a set rule.