During the 19th or early 20th century, the Bessie Gym was used as a morgue. It is believed to be haunted by the old caretaker, who has been seen wearing a long black trench coat, a top hat, and a long, brown beard. There have also been a number of cold spots in the building.
During its time as a morgue, horses were often kept in the basement (which was used as a stable), which would explain why there is the sound of ghostly four-legged animals walking. Not much activity occurs at the Bessie Gym other than that.