In this year's Tour de France, Bradley Wiggins experienced the presence of cyclist Tom Simpson, as he rode up the climb on which Simpson died on the 1967 Tour.  From an interview by Donald McRae in the Guardian:

"I don't want this to sound cheesy," Wiggins says, fearing that a surreal experience might be misconstrued as the delusions of a man driven mad after 2,200 miles on his bike. "But when I reached Ventoux on the second-last day it felt as if Tom was waiting for me. As I began the climb it felt as if his spirit was riding with me."

(Guardian, 4 August 2009, now online at  http://www.guardian.co.uk/sport/2009/aug/04/bradley-wiggins-interview-donald-mcrae)

Simpson was in some sense already cued up for Wiggins on the climb, because Wiggins was riding up Mont Ventoux carrying his photograph. Simpson is an important figure for Wiggins - from another interview, this time before the climb -- 

"Tom will be watching over me on the Ventoux," Wiggins says."For me, racing up there to try and get on the podium is a kind of homage to him. 

"It's really kind of fitting the race should be decided there, and if ever there's a moment that I feel like giving up, then there's a reason not to – out of respect to him. What he was trying to do that day is what I'm going to be trying to do, too."

(Independent, interview by Alasdair Fotheringham, 25 July 2009, now online at  http://www.independent.co.uk/sport/general/others/bradley-wiggins-tom-will-be-watching-over-me-on-ventoux-1760541.html)

It would be interesting to hear more from Wiggins -- the Guardian interview is fascinating but slightly tantalizing -- to know for sure whether this episode fits your criteria. But one can see how the deprivations and stresses of endurance cycling might well provide a fertile environment for third man experiences.