The Old Exchange and Provost Dungeon is described as a haunted location due to its history as a Revolutionary War prison where pirates and patriots were held captive. Reports of hauntings include sightings of shadowy figures and apparitions, the hearing of screams from prisoners, the appearance of dancing orbs, and unexplained cold breezes. Many believe the spirits of these former prisoners, including Revolutionary War figures and pirates, roam the historic building and its dungeon. Visitors and staff have reported seeing shadows moving on walls and apparitions of ghostly figures. Screams of prisoners from the dungeon have been heard by some. Others have witnessed dancing orbs, felt cold breezes, and experienced the sensation of being touched. Some tour guides have reported being manhandled by unseen forces in the former jail cells.