Indiana Dunes State Park's most famous ghost is Diana of the Dunes, believed to be Alice Gray, a recluse murdered in the area in the 1920s; she is said to be seen naked swimming or running on the sand. Other reported hauntings include spectral swimmers in old-fashioned bathing suits at Vala Beach, unexplained laughter and screams along trails, a frightened old man appearing to hikers, and hitchhiking gangsters. The Ghost of Diana of the Dunes: Believed to be Alice Gray, a wealthy Chicagoan who lived in seclusion along the lake shore in the early 1900s before her murder by a drifter, Paul Wilson. The press dubbed her "Diana of the Dunes" after the Roman goddess, and she became a local legend. Fishermen and others claim to see her ghost naked, either swimming in the lake or running on the sand. Vala Beach: Spectral swimmers wearing old-fashioned bathing suits are reported to emerge from the water and then vanish. Sounds of children's laughter and screaming are heard along the beaches and trails. Hikers sometimes encounter a scared old man, who may be moaning or crying. Some reports mention gangsters in suits and fedoras who appear as if they are hitchhiking along the highway in the area.