My Ghost Story: A tavern that was a former speakeasy is haunted by a mobster who was gunned down there 81 years ago; paranormal investigators hear spirits crying "Let me out!" on a deserted road in New York; the caretakers at an arts center that was once a hospital experience phantom smells in the old psych ward; an historian visiting a famed old Virginia house is possessed and feels he must flee before he hurts someone; and a ghost approaches a woman at an old California hotel and asks her for change before disappearing.

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Documentary