It's dark in Chicago, and my ghost tour bus pulls into a narrow, nearly deserted alley that dead-ends at a railroad track after barely a block. The potholes are so deep that you can practically see all the way to the south side in them. The single streetlight lends the place an eerie glow to the broken street, the empty alley, and the deserted brick building. Walk up the hill to the railroad tracks and you'll get a perfect view of the skyline, but at street level, you can barely tell you're in a city at all.

"All right, folks!" I announce. "This is my favorite part of the tour—the part where we rob you of your valuables and leave you in an abandoned alley!"

In all seriousness, though, we're trudging down the narrow alley to talk about H.H. Holmes, America's first known serial killer. When we began running tours based on Erik Larson's Devil in the White City, a chilling account of his Chicago career, we decided to go back to the sources for research—historical records, period eyewitness accounts, and court transcripts rather than just reading the Devil or the many potboilers written about Holmes, who may have killed as many as two hundred people in his late-nineteenth-century career.

Finding genuine information about the guy is notoriously difficult. Many of the best stories turned out to come from eyewitnesses who were not thought to be all that reliable. Others came from Holmes' "confession," which was full of outright lies (three of the people he admitted to killing were still alive). Even government records on the guy were notoriously unreliable; the 1870 census lists him as 9 years old, but by the 1880 census, he was 23—a pretty neat trick.

Though he was best known for running "The Murder Castle," a secret passage-laden hotel on the South Side, he actually turned out to have buildings all over the city—a copier machine office downtown, a candy shop, apartment, and glass-bending factory on the North side; a house in the suburbs; and more. The conventional version of the story has him committing all of his murders in or around the South side castle, but our research made this seem highly unlikely. For instance, most books that mention her say that Emily Van Tassell, one of the two dozen or so victims who we know of for sure, worked as a secretary at the Murder Castle. In fact, she was probably never anywhere near the castle, unless she passed by it on the way to the World's Fair. Van Tassel lived across the street from Wicker Park, clear on the other side of town from the castle, and worked as a cashier in Frank Wilde's candy store. Further research told us that Frank Wilde didn't exist—it was one of Holmes's many aliases.

And only a few blocks from the candy store stood a small glass-bending factory "where #65 Sobieski Street ought to be," where, a contemporary believed, Holmes was using an extra large kiln for cremations. They discovered the place too late; by the time police raided the place, nearly everything except for some papers from Holmes' copier business and personal effects of one of his wives, Minnie Williams, was left in the place.

The few passing mentions of this place in contemporary literature intrigued us right away—we had never even heard of Sobieski street. We dug up enough articles on the place to establish the location of the place, which turned out, conveniently enough, to be pretty near our regular tour route. I decided right away to start taking tour groups there. After all, while a lot of customers asked to see The Murder Castle, it was really too far out of the way to make it a stop on normal tours. Perhaps, I thought, taking them to the glass-bending factory would be just as good.

It paid off beyond my wildest dreams.

Most of the places I go have been known to be haunted for years—residents and staff have been telling ghost stories about the places for years, and all I have to do is repeat them. Taking people to a place that hasn't been investigated before was something of a risk, but the story of Holmes is shocking and engrossing enough that it would work out as a tour stop whether there were any ghosts or not; after all, plenty of ghost tours take people to stops they know fully well aren't really haunted.

But within a month of the days I started to bring groups to the little stretch of road once known as Sobieski Street, strange things began to be reported. Moaning sounds were heard coming out of the ground. The sound of a woman crying was heard near some partially buried bricks thought to be the foundations of the glass-bending factory itself.

Most shockingly, there was a light above a nearby garage that tended to turn itself off or on every time I said the names "Emily Van Tassel" or "Minnie Williams," the names of the two women we can mostly likely trace to the place.

Now, most nights, I simply think that there's something wrong with the light. Some nights it just flashes at random. Others it stays off or on the whole time we're there, and when I tell the story about it going on, I end up standing there looking like an idiot (something that people who run ghost tours have to learn to live with). But every so often, I can say those names (or one of Holmes' many aliases) over and over, and the light will turn on or off nine times out of ten. Hector, my driver, will stand in the empty lot facing the light listing off the names of Sesame Street characters and the light won't react at all. Then, when he switches to the name "Emily Van Tassel," the light goes dead.

Then, of course, there's the holy grail of ghost tours: the full body apparition sighting. It's only happened to me once on a tour—and it happened to be on Sobieski Street. One night, as we boarded the bus and pulled out en route to the next stop, we spied a woman in a black dress standing in the middle of the road. As we inched our way down the street, she walked across the road in between two cars. When we reached those cars, she was gone. Into thin air.

Now, I try to be suspect. I've actually, honestly blamed things on swamp gas before. But swamp gas doesn't wear black dresses.

No bodies were ever found at the place by the police—neighbors indicated that Patrick Quinlan, Holmes' "janitor," had cleaned the place out shortly before the police arrived. Could the hauntings be the only evidence since the 1890s of what really happened to Minnie Williams or Emily Van Tassel?

Well, obviously, ghost sightings aren't really going to hold up in court. There's a phrase I toss around a lot—"there's no such thing as good ghost evidence, only cool ghost evidence."

The light could just be messed up. The moaning and crying sounds could very well be just natural phenomena that messes with our minds on tours. Even the woman in black could have been an actual person who just hid behind one of the cars. None of this is good ghost evidence.

But it's certainly cool—and it's given us great leads for the historical detective work that generates story after story.