Near where I live in Virginia there is an old water-powered mill. It hasn't been in use since about the 1920's (I think). It was boarded up and the front door was chained shut. Needless to say this makes it a point on interest for teenagers. The only means of entrance was by the second story window, either by climbing up the wall by means of a broken fence or across the water on a really feeble looking rusty metal thing. At one point there was a hole broken into the first floor wall (thats usually how I got in, not trusting the fence). The mill is made of stone and still had some of the grain chutes inside. The floors were wooden and full of holes and weak spots. There are two myths going around about the mill, one is that one of the workers killed himself by jumping out of the top floor window, and the other is that there was demon worship going on in the basement.
I don't know if either of these is true all I can do is relate my experience with the place.
My friends had gone to the mill a few times and told me stories about it... creepy feelings and a feeling of evil from the basement. I tended not to believe them, but I have an overactive imagination so I didn't want to be in the place for very long. I didn't want to leave without a souvenir so on my way out I took a chunk of mortar. I put it in my room and left it alone. I started to have nightmares about something evil trying to get in to my house. It may not sound like much, but the rest of my family was having bad dreams too, and they knew nothing about the mill or any of the stories that went along with it. The nightmares continued on for a few days, so I decided that I should get rid of the mortar. I took it to a stream and chucked it in. As soon as I did I felt much relieved, and the nightmares stopped that night.