On Wednesday nights, The Cold Spring Depot has an uninvited guest that arrives without a reservation. As legend has it, a wealthy socialite overheard her husband plotting to kill her on a winter night in 1898. She immediately ran down Main Street to the train station, intending to catch the 10:15 train to Poughkeepsie. When her husband discovered she was gone, he searched the village, finding her on the bench at the station. He drove a knife into her chest, killing her, then he was lynched by the outraged townspeople. It is said to this day that her spirit haunts the depot, and in fact if you sit on the waiting bench at exactly 10:13 pm on a Wednesday night, you can feel a chill as her ghost passes by.