Located at the Indiana Dunes State Park along Lake Michigan.
According to local lore, in the early 1900′s the area now known as Indiana Dunes State Park was undeveloped and a woman took up residence in the area. This woman lived as a hermit in isolation and she would, from time to time, bathe naked in Lake Michigan. Fisherman who frequented the shores would from time to time catch a glimpse of this naked woman and she became quite well known among them. According to the lore, her real name was Alice Marble Gray and she took up residence as a hermit at the dunes because of a broken love affair and deteriorating eyesight.
It is said that Alice took a companion in about 1920. His name was Paul Wilson and he was a fairly shady fellow who was suspected in the murder of a man who was found burned and badly beaten in the Lake Michigan area. Paul and Alice then moved to Michigan City, IN and birthedtwo daugters. Alice died shortly after the birth of her second daughter. She was found in her home badly beaten. Paul ended up in prison for auto theft.
According to this legend, Alice returns to the dunes because she loved this area so much.
We have verified this story as historically accurate, but it is the story that locals seem to be familiar with.
When we visited Indiana Dunes State Park it was a bitterly cold morning. Snow shelves were packed up along the beach. We took some panoramic shots of the park while the waves were crashing up against the shore.
People have reported seeing the apparition of a naked woman running along the beach and disappearing into the water. The apparition is known as "Diana of the Dunes" because fishermen who saw Alice bathing nake in Lake Michigan thought she was beautiful like the Goddess Diana.
A collection of stories about Alice Marble Gray is being compiled by an interested researcher. Visit http://dianaofthedunes.com/ to learn more about this compilation.
Shadowlord (1998). Shadowlands Haunted Places Index. Retrieved March 2, 2009 from http://theshadowlands.net/places/indiana.htm