Musnad Abu Ya'la al-Mawsili 152:315

Abu Khaythama narrated to us, Yazid bin Harun narrated to us, al-Mas’udi narrated to us, from Simak bin Harb, from ‘Abd al-Rahman bin ‘Abd Allah bin Mas’ud, from his father ‘Abd Allah, who said: While a man was in his kingdom, he reflected and realized that what he was in was fleeting, and that it had distracted him from the worship of his Lord. So, he slipped out of his palace at night until he reached the kingdom of another. He came to the seashore and began making mud bricks, living off that and worshipping his Lord. The king in whose kingdom he was heard of his worship and his state, so he sent for him, but he refused to come to him. When the king saw that, he rode out to him. When the worshipper saw him, he fled from him, so the king followed him on his mount and said, "O servant of Allah, there is no harm upon you from me." Then the king dismounted to him and asked him about his affair. He said, "I am so-and-so, the possessor of such-and-such kingdom. I reflected and realized that what I was in was fleeting, and that it had distracted me from the worship of my Lord." The king said, "You are not more entitled to what you have done than I am." Then the king let his mount go and followed him, and they both worshipped Allah together. They asked Allah to cause them both to die together, so they died together and were buried. ‘Abd Allah said: If I were in the sandy plains of Egypt, I would show you their graves with the description that the Messenger of Allah (peace and blessings of Allah be upon him) described to us.