I took a folklore class about ghost stories (or, Spectral Evidence and Narrative Form as the pretentious class-title put it), and a bunch of us went ghost hunting after the final.
We went someplace called the Shoe Tree, which is a tree in the middle of nowhere full of shoes, supposidly from children that a serial killer murdered in the 1950s. It was sort of a bust, just looked like a bunch of shoes, but what else are you going to do at 3am?
We did see a really intimidating, maximum security women's prison on the way, though. Three high fences with razor wire and a guard tower!