PH and Rally, that's really damn freaky stuff there. I've got a story to share as well.
Back in '99 on one of my first explorations, a buddy of mine and I were at an asylum in MA. We were in a small two-story building on the property. It was mid-day, and we had entered on the second floor by means of an old fire escape. We were in there for about ten minutes, just sitting on the floor, reading old medical records and taking pictures, when from the staircase in the next room came the sounds of somebody quickly and loudly running up the stairs at us from the first floor. It was LOUD; the rooms in this building were cavernous and empty, so the footsteps echoed and reverberated throughout the whole building. Thinking a crazy hobo knife attack or something, we pretty much ran out of the place, tripping over each other in panic, and practically jumped the fire escape. Once outside, and in the safety of my car, we gained back our composure (my hands were shaking so bad at this point; I'm the fairly nervous type lol), and watched the fire escape to see if anyone came out. After about ten minutes of waiting, we decided to go back in. I took the lead back up the fire escape and when we got back inside, we searched every nook and cranny on the second floor to see if we could find the source of the sounds; there was nothing, nobody. So we decided to see what the first floor looked like and took the staircase down where the sounds had come from. About midway down, in the landing between the first and second floorand where the boarded up front door was, we stopped for a second, and immediatly, the same loud crashing footsteps we heard earlier came again, only this time COMING DOWN THE STAIRS AT US FROM THE SECOND FLOOR, where we had just been and there had been nobody else up there. I panicked, and seeing the only way to escape was the boarded-up front door, I flung my body at it and broke through, escaping into the sunlight. I must have looked pretty funny; I think I yelled "Oh shit" and screamed like a ten year old girl, and the sight of a 6'3", 140lb guy flinging his body at a bunch of two-inch thick boards must have been a hilarious sight.
A few months later at this same place I made friends with a couple of the security guards and they used to tell us stories about how every once in a while a car would drive onto the property, they'd follow it, and it would suddenly disappear around a corner and just be GONE, as in vanished. The first few times it happened they'd drive around the whole property and find no trace of it until they got used to it. Each time it was the same car too, a white Lincoln Continental with MA plates.