I used to watch the show as a kid, and have recently decided to re-watch the series. Great show. Anyways, Arturo told a tale which caught my interest because I could have sworn I've heard it before. I did a little google search and found that it's called Appointment in Samara. I don't think it's the exact same telling that I've heard but memory is fickle.

"A certain rich merchant was walking through the market place of Baghdad when, standing across the street, he suddenly saw the figure of Death, beckoning him.
The terrified man ran home, mounted his fastest horse, and raced one hundred miles to Samara. Later that night, there was a knock at the door. When the man answered it, there stood Death.
'Why did you beckon me in the market place of Baghdad today?' asked the man. 'I did not beckon you.' replied Death. 'I was merely surprised to see you, for I knew that tonight, we had an appointment in Samara.'"