First of all, this story was related to me by my husband. He was raised as a gypsy (travellin' folk) in the Arizona desert. Many, many times they would camp out at graveyards.
When he was in his twenties, he was driving through New Mexico and decided to stop for a rest at a cemetery. It was very late, and pitch black outside, he was taking a walk through the cemetery to stretch his legs before getting back on the road. Suddenly he felt something tap him on the shoulder, he turned, startled, thinking he was alone. There was nothing there. This was enough to get him running back towards his car. As he sprinted through the cemetery, trying not to trip over headstones, he could hear "something" hot on his heels, the "thing" was following him! He could hear footsteps running right behind him, but he couldn't see anything. He ran faster, the "thing" ran faster. He could feel hot breath on his neck, he was very scared. He finally reached his car, dove in (a convertible) and started it up and sped out of the cemetery.
He has no idea what was chasing him that night or why "it" did not want him there.