A ghost haunts the river near my house. She wears a long black dress with a high collar (think Viktor & Rolf, only dusty, tattered and blood-stained), and cries at night. Some say she cries because she misses the kids she drowned in the river. Others claim she's heartbroken over the military dude who refused to marry her because she was a dirty tramp who'd borne illegitimate children, which was what inspired her to off them just before she stabbed herself in the chest with a pair of scissors. They call her La Llorona (The Crying Woman), and—as legend has it—if she touches you, you instantly disappear. Freaky though it sounds, it's not necessarily a bad thing. Maybe her ghostly finger is a portal to the ocean, the Louvre, or a Reykjavik hot spring.

It seems everyone in town already knows about La Llorona, and Julia, the dead Jewess who haunts La Fonda while resenting her long-dead husband for repeatedly impregnating her and then locking her away. But all these ghost stories are new to me, which is why I'm thrilled that Allen Pacheco—author and paranormal tour leader extraordinaire—is giving me the guided, ghostly skinny on downtown Santa Fe by way of leisurely (and awesome) walking tour.

Pacheco is pretty otherworldly himself. He's like a Twilight Zone character or a 1920s pitchman, only in color and more sincere. He's waiting for me outside the Hilton, unseasonably outfitted in sleeves and slacks, topped off with a felt fedora and a narrow cane which he will ultimately use to lean on when we stop to rest, and he directs me to a nearby shade-blessed bench with a graceful outstretched hand while launching into a geographically relevant ghost story or describing a neighborhood murder or execution.

"They slashed at him with knives as he ran down the street," he tells me, explaining how an angry mob of vigilante Santa Feans killed a man who'd cut his own wife's throat. "He made it to the stop sign, and then died nine hours later."

Pacheco has lots of nifty information about Santa Fe. He tells me about the Manhattan Project, and how the military police used to arrest folks who asked why all the scientists who went into the mysterious building never came out (turns out they were exiting out the back while strategizing how to build the world's first atomic bomb). He talks about Billy the Kid and cemeteries buried under parking lots and the '60s—when "there was a commune on every corner," and all the "weird beards" smoked "reefer."

"Now, I've never seen it myself," he clarifies, referring to the decapitated head that allegedly rolls down De Vargas Street during the wee hours of the morning—which is when, according to Pacheco, paranormal occurrences are most easily spotted. While he hasn't spotted the head—the one belonging to the jilted lover who sought help in the form of a magic potion from the two brujas (witches) who lived in the botanica turned infamous (and super creepy) Oldest House, and decapitated him when he got belligerent—his research confirms that it checks out. He's very careful not to relay "those phoney-baloney ghost stories" people tell around campfires and at slumber parties. His paranormal history is rooted in fact, and bloody murder.

When he's not turning people on to Santa Fe's gruesome and haunted history, Pacheco hunts ghosts. His satchel is filled with photographs protected in plastic sleeves, featuring images of glowing orbs and smeary blobs that may or may not be ghosts. It's (obviously) a wee-hour-o'-the-morning sort of endeavor, which makes it infinitely less appealing because, as much as I dig otherworldly phenomena, I also dig sleep.

"Now, let's see if you get chicken flesh," he says as we stroll down "Spook Alley"—a quaint, and not especially creepy, narrow dirt lane that separates an old folks' home from a hotel.

While Spook Alley doesn't inspire any chicken flesh, I do feel my throat constrict in the oldest room of the Oldest House, and I feel dizzy and tired in the church across the street in which 80 people burned to death in a fire, and I get excited when I spot a bitchin' shoe store in Sena Plaza as Pacheco explains that Mr. Sena was the one who ordered the first female execution. Punitive jerk though he may have been, Sena's legacy gifted us a decent local sandal collection, which must even the karmic score on some level.

Back home next to the river, tired from a day spent ghost-tracking, I wish I could get that crying lady to pipe down and transport me to Reykjavik in time for the aurora borealis. Now, that's a phenomenon worth pulling an all-nighter for.