 The museum is considered haunted by paranormal enthusiasts , including British parapsychologist Darren Done . Done spent a night at the gaol in 2003 , and claimed that he heard unexplained voices , and detected evidence of an electrical interference to suggest paranormal activity . He has since undertaken more research at the gaol , and in 2005 , he claimed to have recorded a ghostly figure with a grotesque visage standing in a doorway at the gaol . Theories suggest that the voice of a woman , claimed to have been heard , might belong to Elizabeth Scott ( the first woman hung at the gaol ) . Notably , none of the reported hauntings are related to that of Ned Kelly . Local enthusiast group <unk> Australia conducts monthly tours to gather data and statistics for paranormal activity ; making use of various monitoring equipment . However , Joe Nickell , a writer for the Skeptical Inquirer , argues that evidence of ghostly phenomena at the site is scant . 
