The victims who are taken are transported to a limbo esque dimension taking the form of a train station where they wait for a train to take them and they will ride the lightning, ride the Hunt as new Ghost Riders forever.
The main participants of the Wild Hunt are the ghost riders and the hellhound.
"We are the Wild Hunt. Those who hunt with us hunt forever."
Rules of the Wild Hunt
Mentions of the Wild Hunt in Teen Wolf
Mr Yukimura: You know there's a legend for a storm like this...
Kira: Dad, please don't turn a three hour traffic jam into an educational experience.
Noshiko: He's talking about the wild hunt, about the ghost riders, imagine a night like this kira, with storm clouds just like these, phantom hunters would appear, riding black horses with blood red eyes, wolves and hounds at their side baying and snarling.
Kira: What were they hunting?