The Bell Witch Of Tennessee
That story creeps me out. When I first read it, I couldn't help glancing over my shoulder to make sure no one and nothing was standing behind me, which was ridiculous since of course nothing was going to be there. I'm not easily creeped out, but that one got me. I'd never visit any of the sites mentioned in the legend. Still, whenever I feel like being scared, that's the story I'll read about.