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Nancy Drew: Last Train to Blue Moon Canyon Hints
Is the train really haunted?
Well, I'm not going to get into any paranormal discussions here, but the evidence seems to show that the dancing lights Nancy saw outside the train were a deliberate phenomenon created by Jake, as John Grey suggests if you talk to him about it. The other two things -- the photo with the white smear and the hissing recording -- are really inconclusive (that is, you could interpret them either way). I'd say the game makers are leaving it up to us to think what we want to about the matter.