This one's a regular murder mystery turned ghost story, according to Atlas Obscura. In the early 1900s in Weatherford, Oklahoma, Katie DeWitt James left her home with her baby after she filed for divorce from her husband. She planned to move in with her cousin, but her family never heard from her. After an investigation, it turned out that she moved in with local prostitute Frannie Norton. She was last seen leaving the house with Frannie and her child in a carriage. Frannie returned with the child, who was covered in blood, but without Katie. Her body was found later, along a nearby creek, with her head cut off. It was rumored that her ex-husband had her killed with Frannie's help, but Frannie claimed she wasn't involved in Katie's death. But on the day she was supposed to be questioned by the police, she poisoned herself. Katie's still around though. She allegedly appears as a blue light floating around town, and people have reported hearing a woman looking for her baby and the rolling sound of wheels.
