Mustadrak al-Hakim — Hadith 2525

It is narrated from Sayyiduna Abdullah bin Abbas (may Allah be pleased with them both) that a man set out from Khaybar, and two men followed him, while a third man came behind them saying: "Go back, both of you!" until he caught up with them and sent them back. Then he said (to the first man): "These two were devils. Convey my salam to the Messenger of Allah (peace and blessings be upon him) and tell him that we are gathering our charities; if they were lawful for him (to use), we would certainly send them to him." The narrator says: When that man came to the Prophet (peace and blessings be upon him) and told him about this incident, he (peace and blessings be upon him) then forbade travelling alone.
This hadith is sahih (authentic) on the condition of Imam Bukhari, but the two Shaykhs (Bukhari and Muslim) did not record it.