  We observe that the probability distribution of the Brownian motion with
drift $-c \frac x {1-t}$ where $c\not =1$ is singular with respect to that of
the classical Brownian bridge measure on $[0,1]$, while their Cameron-Martin
spaces are equal set-wise if and only if $c> \frac 12$, providing also examples
of exponential martingales on $[0,1)$ not extendable to a continuous martingale
on $[0,1]$. Other examples of generalised Brownian bridges are also studied.
