The Wendigo by Algernon Blackwood
In the desert north of Rat Portage in northwestern Ontario, two Scots, theology student Simpson and his uncle, Dr. Cathcart, author of a book on collective hallucinations, are on a moose hunting trip with the guides Hank Davis and nature lovers. French "Canuck", Joseph Défago.
While their Indian cook, Punk, stays to tend the main camp, the others divide into two hunting parties; Dr. Cathcart goes with Hank, while Défago guides Simpson in a canoe down the river to explore the vast territory beyond.
Simpson and Défago go camping, and it soon becomes clear that Défago feels, or at least thinks he feels, a strange and hideous smell on the wind. That night, Simpson wakes up to find Défago cowering from something outside the store. Later, Défago runs off into the night, forcing Simpson to go find him. He follows their tracks in the snow for many kilometers and realizes that Défago's are not the only set of tracks. The largest set of footprints is not human, and it gradually appears that Défago's own tracks have metamorphosed into smaller versions of the larger set. Eventually, both sets of clues disappear, and Simpson believes he hears Défago's distant voice calling from somewhere in the sky:
"Oh! oh! This fiery height! Oh, my feet of fire! My burning feet of fire ...!"
Simpson eventually manages to return to the main camp, where he reunites with the others. Dr. Cathcart and Hank return with him to search for Défago, and when he camps once more in the desert, Défago, or a hideous parody of Défago, appears before them before disappearing once more into the night.
Conflicted and disturbed by what they have witnessed, they return to the main camp to find that Défago, the true Défago this time, has returned on his own, suffering from delirium, exposure, and frostbite. The poor guide dies shortly after, and the three men are left in a state of bewilderment and uncertainty about what happened. Punk could only have explained it to him, but he fled home as soon as he caught the terrible smell that Défago carried. As an Indian, he instantly understood that Défago had seen the Wendigo.