Let me quote a book I have on the mysterious history of the City of Buffalo, NY.
"In the Prohibition Era, the Town Supper Club - later the Town Casino - was the hippest stop upstate, a Main Street speakeasy and Al Capone's Buffalo hangout. It had great food, fine booze, famous entertainers, slinky showgirls, and an aura of intrigue. In recent decades the building has alternated vacancy and use as several theaters, including Studio Arena and the University of Buffalo's Pfeifer. There's almost too much to write about at 681 Main, now reincarnated as Sphere bar and supperclub. It's a building within a building, and samples of the original architecture sprout from the bare old walls through the new. The stage has a cavelike feel, and beneath it passages twist and turn. Tunnels run from the building, reportedly to many other parts of the city. A range of apparitions were reported at the former Pfeifer when I interviewed people in 1996. Sound effects ranged from stalking (like heavy footsteps) to celebrating (like a party in full swing) to staggering (like heavy vault doors slamming). Improbable, if not outright impossible, physical pranks have been played in out-of-the-way places. The spookery has sent employees rushing from the building with lights and appliances running. The occasional "cold spot" affected some people emotionally. (Once a file of people on a tour of the theater passed through one sudden, strange cold spot on a high walkway along the east side. It had to be something to see the dramatic reactions as each one of them went through it.) It's no wonder the former Pfeifer was a folklore-producer. The place is mysterious, especially below-ground. And it's still active if you take the word of the Sphere people."
Now that has a Indiana Jones type adventure written all over it.