In the Catholic religion, Purgatory is an intermediate place where souls go that is neither Heaven nor the hot place down below.
In Rome, there is a small museum that claims to have documentation of hauntings from people whose souls are stuck in Purgatory, generally manifesting as a burn mark on the pages of the Bible and other objects.
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Creepy Facts
RandomIf you're feeling brave enough, this book of creepy facts makes for some interesting read.