Walhalla Drive is one of the more interesting places in Columbus. Located just northeast of campus off of Fourth Avenue, it winds down into a kind of wooded area right in the middle of a moderately bad urban area. Because it's such a weird and creepy place (especially at night), stories have cropped up. I've heard several versions. My friend Elvis's sister told him that a certain abandoned house high on the ridge is haunted, and that if you knock on its door a severed head will roll down the hill. We tried this on a house he decided was the one, but 1. no head rolled down the hill, and 2. the house wasn't abandoned.
Another, more common version states that a husband murdered his wife in one of the houses on Walhalla sometime in the 1950's. Blue lights can be seen in the windows of the house at night. It's also said that there's a statue of the woman somewhere up there which bleeds in the same places where she was hacked with the axe. I've never seen this statue, but it might exist somewhere.