FASCINATED by ghost stories since I was a child, I’ve never lost interest in them although my views on them have certainly changed. From the wide-eyed believer, I’ve definitely become more Scully than Mulder as I’ve got older. I am also just as interested as to why the paranormal means so much to people, as to what we are seeing or hearing.

I met Diana Jarvis when she ran a shop in York, and got talking to her, and it is thanks to her that I got on to a few ghost hunts and eventually, we ended up running ones ourselves.

This was also the start of my unghost walks, where I would tell the popular story, then the history that contradicts it - at the time a novel twist.

I always kept a couple of stories without explanation in, and over time started adding in bizarre trivia about the places we visited.

The first story that sent me down this path was the headless body of Sir Thomas Percy, seventh Earl of Northumberland, who stumbles around the graveyard of Holy Trinity of Goodramgate.

He had rebelled against Elizabeth I, resulting in his beheading in Pavement in 1572.

As a warning to all would-be traitors, his head was put on a spike on Micklegate Bar. But not for long, as a faithful servant took it down and buried it in the graveyard of Holy Trinity.

His body was in an unmarked grave at St Crux, a church the family worshipped in. A less faithful servant, for a reward, returned the head and this is why the Earl is looking for it.

Something didn’t seem right about the head’s whereabouts, and it was some years before I found a more realistic version in William Hargrove’s History of York.

He had it that two servants and three women buried his body at night, and two years later stole his head from the spike and took it to his widow in France. Neither head nor body had been at Holy Trinity, leaving me to put this story down as being just that – a story.

However, in 1977, The Press reported that two children had stood in the graveyard, and when asked by an adult said they were listening to the piano music coming from inside the church. The adult could hear nothing, probably because there is no piano in there.

No city’s ghost stories would be complete without at least one bricked-up nun, York’s Grey Lady has been associated with York Theatre Royal, the Dean Court Hotel and York Minister.

The Peter’s Gate nun was seen by a soldier on guard duty there, reputedly bricked up in a cellar in what is now part of the theatre, and, depending on which version you read, either by “vengeful authorities” for becoming pregnant to townsman, or by her superiors for saying she had seen an angel.

York Minister had four gate houses. St Peter’s Bar or Peter Prison (Peter’s Gate being the local name for it) in this story would be the one at the West End, which was used by the Minister Police – not soldiers. Anchorites were men or women who chose to live as a hermit in rooms near a church, with servants to give them food as they dedicated their lives to prayer, and probably the closest we have to bricked-up nuns.

To drive another nail into the stories of bricked-up nuns: in 1310 Joan de Saxton, a nun at St Clement’s Nunnery, received a “severe penance” for an unnamed misdemeanour. Her punishment was not to be bricked up, or even leave the order: “She was not allowed out of the cloister of the nunnery, forbidden to hold any conventual office, and only allowed two friends to visit her a year, and then only with the Prioress present”.

The Grey Lady’s appearance at York Theatre Royal has included a claim that she was bricked up behind the Dress Circle, despite that being a later part of the theatre. Early stories in The Press about her don’t call her The Little Nun until the 1950s, before that she was more appropriately said to be a dresser or wardrobe mistress.

Sometimes my discovery of the truth behind the myths happens just by chance, which is how I found out about Sarah Brocklebank from Micklegate Bar.

Daughter of Thomas, the gatekeeper, as a child she was playing with the keys to the bar and forgot where she left them. This was on her birthday, in 1797, which is why the gates were not locked after this date. Her father lost his job and never spoke until the day he died, Sarah continuing to fret about them until, as an old lady, she burst into the Lord Mayor’s parlour to tell him where they were. Before she could reveal their whereabouts, she dropped dead. Her ghost not only haunts the bar, but has been said to run through the city centre streets looking for the keys.

Micklegate Bar Museum even had a statue of her, keys in hand, for visitors to see. At the time, things would be moved in the shop during the night, including toy soldiers being arranged on the floor, along with a small metal figure of Elizabeth I which is now in my daughter’s possession. It has shown no signs of being haunted so far!

A few years ago I attended a glass painting course, where I got talking to two women whose names I didn’t think to ask but to whom I will always be grateful for telling me the real story of Sarah Brocklebank. They had created the statue of a girl in old clothing to go in the museum, basket over one arm, and the other hand… empty. They looked round their workshop for something to put in the other hand, and found a large bunch of keys, unknowingly creating one of York’s well-known ghost stories.

As a former English Civil War re-enactor, some of my favourite ghost stories are about the Battle of Marston Moor, which took place on July 2 1644, between Long Marston and Tockwith.

There have been frequent reports of weary and injured soldiers along the road known colloquially as Bloody Lane, a lone horseman or soldiers in the Sun Inn at Long Marston.

One of the famous sightings of soldiers dates back to the 1970s, I have on good authority, was a group re-enactors heading back to their campsite from a local pub, stumbling in to a ditch in the darkness.

They had realised at the time that they were thought to be ghosts but were too embarrassed to admit to it because by then, it had been repeated in the local media. There was also a sighting a few years later which turned out to be re-enactors who hid when a disbelieving car driver came back looking for the ‘ghosts’, he turned round a second time and there the ghost soldiers were again, by now giving the game away by laughing!

One of the few photos I have never been able to explain away is from the Ebor Inn at Bishopthorpe, where the landlord Gordon Watkins has very kindly let me investigate a couple of times. The second time, in 2005, I opened the door to the room and took a photo as Diana Jarvis walked past the bar. If you look in the mirror on the wall, you can see her dark hair in profile. After the event ended, I stayed awake to look through the photographs and noticed the person behind the beer pumps laughing. As I said, I took the photo, and I know there was only me and Diana in that room.

Rachel Lacy lives in York and is a paranormal historian who started the UK's first ghost festival in 2004 alongside Diana Jarvis, author of Shadows In The Night: Memoirs of a Ghost