Near Chapel Hill, I use to take riding lessons with a guy I use to date. The gentleman and his wife that use to teach us how to ride told me once about a stable they had on their property. When they bought the property, it only had one stable. They use it now for storage because none of their horses would stay in the stable. Every evening they would put the horses in their stalls, making sure the doors were closed and latched tightly. A few hours later, they would look out the window to their horses walking around their property. All the stall doors would be wide open. They tried changing out the latches but the doors would still open by themselves. They ended up having to build a second stable for their horses.
Growing up in North Carolina, I heard about a lot of different legends and ghost stories. One of the more notorious that was localish to Chapel Hill was the Devil's Tramping Ground in Chatham County. The Devil's Tramping Ground is just a barren area in the middle of the forest south Siler City. It's a short walk from Devil's Tromping Grounds Rd so this is an easy place to go check out.