New Jersey is full of local legends and ghost stories. And as Halloween quickly approaches, there is one story that is known to many at the Jersey Shore.

There may not be a spookier place in the Garden State than Sandy Hook. It is a place where the wind howls past the old lighthouse and home to abandoned military barracks and bunkers. The tourists are gone and the roads and beaches are empty. All that is left is the echoes of a 300-year history of shipwrecks, military mishaps, accidents and drownings.

Sandy Hook is also home to a ghost named Penelope – also known as “The First Lady of Middletown.”

Many fishermen who walk the trail near the shoreline during the fall striped bass season say they have seen, heard or felt her presence – or at least something they think could be her.

“You spend time out on the Hook at night, you hear screams all the time,” says fisherman Hugh Welsh. “They could be raccoons, they could be foxes. They could be ghosts. But when you’re standing there in the pitch dark with the wind howling and the fog rolling past the lighthouse and you hear screams, it’s always going to be ghosts.”

Welsh says that he was walking the trail last October when he tripped. He asked a friend for some light and his iPhone captured an image with a cloudy figure in the background.

“It’s an interesting picture. There’s something there in the background. I don’t know what it is. And the only logical explanation is that it has to be Penelope,” he says.

The ghost story has some real history behind it. In 1643, Penelope Van Princis and her husband took a ship from the Netherlands and wrecked on Sandy Hook. The rest of the passengers moved on, but Penelope stayed with her sick husband. Legend has it the two were attacked by Native Americans who killed Penelope’s husband and injured her. She was rescued by other Lenape; eventually remarried and took the last name Stout - which appears on an old deed in Monmouth County.

Penelope settled in Middletown and lived to be 110 years old. She has hundreds of descendants in the area, and many more who think they may have seen her ghost.

Penelope is referred to as “The First Lady of Middletown” because her husband, Richard Stout, was the largest landowner in Monmouth County at the time and overseer of Middletown.