While Heine was composing his reports for the Augsburg Gazette in the early 1840s, he began to write a comic epic that appeared in instalments in a publication called Journal for the World of Elegance (Zeitung für die elegante Welt) from January to March 1843. Its title joined the name of the hero of the tale, an escaped dancing bear, with a deliberate reference to Heine's favourite Shakespearean comedy: Atta Troll. A Midsummer Night's Dream (Atta Troll. Ein Sommernachtstraum). A revised version came out in book-form in 1847.

Shakespeare not only provides Atta Troll with its sub-title; he also appears, briefly, as a character. The escaped dancing bear is being pursued by a hunter, the ‘I’ that tells the tale, through the Spanish Pyrenees; and this pursuit forces the narrator to spend a night in the hut of a reputed witch. Unable to sleep, he steps outside and finds himself rewarded by a vision of the ‘Wild Hunt’ of German legend. This spectral procession across the sky includes, in Heine's version, figures from Greek and Jewish as well as Germanic and Celtic mythology, and also the ghosts of poets who had incurred, at various times, the disapproval of religious zealots.