This is a rush transcript from "Hannity," July 30, 2009. This copy may not be in its final form and may be updated.
SEAN HANNITY, HOST: And we're back with the next installment of our Conspiracy Month series. Now, this time, we take a look at paranormal activity. And we sent Ainsley Earhardt to Tombstone, Arizona, to investigate this unexplained phenomenon. Take a look.
AINSLEY EARHARDT, FOX NEWS CORRESPONDENT (voice-over): Paranormal activity. Images of haunted mansions and unexplained phenomena come to mind. But hauntings from the afterlife aren't always like what you see in the movies.
CRAIG T. NELSON AS STEVE FREELING IN "POLGREGEIST": What is it? What is it?
EARHARDT: Tombstone, Arizona, the town too tough to die. Famous for Doc Holliday, Wyatt Earp, gunfighters, gambling and saloons. This might be the last place people would ever look for paranormal activity. But many residents and visitors believe the spirits of the men and women who used to walk these streets still haunt this Wild West town.
• Video: Watch the 'Hannity' investigation
So the West Coast Ghost and Paranormal Society came to Tombstone to investigate two historical sights that people claim are haunted.
(on camera) Tell us Nova where we are.
NOVA FLEURY, BIRD CAGE THEATER DOCENT: Well, we are in the Bird Cage Theatre here in Tombstone, Arizona, and the Bird Cage Theatre originally was a saloon, a gambling hall, a dance hall, a theater. And it was also the most high-end brothel here in Tombstone at one time. It operated 24 hours a day between 1881 and 1889.
EARHARDT (voice-over): As people walk through the building, the walls prove that this was once a rowdy place to visit and sometimes even deadly.
FLEURY: There were actually 16 recorded gun-knife fights in this building, 26 men and one woman did die in the building that were recorded. I am sure there were a few more that never made it into the newspapers or the history books. But they were also very wild because they left a grand total of 140 bullet holes behind.
EARHARDT: The Bird Cage is even home to the Black Mariah, a horse-drawn hearse that carried people to their graves.
So what type of paranormal activity people do claim to experience in this historical building?
WILLIAM HUNLEY, BIRD CAGE THEATER OWNER: You have the audios. Occasionally you have visual.
EARHARDT (voice-over): For the most part, tourists and workers here at the Bird Cage report pleasant encounters with the paranormal, they say. But there was one experience that the owner would like to forget.
HUNLEY: Thirty-five years ago, we held a seance. A very prominent medium was brought in. During this seance, somebody started strangling me, and everybody experienced it at the table. I had bruises on my neck for six weeks.
EARHARDT: After gathering all the local history, it was time to start investigating with the paranormal society.
(on camera) We're in the Bird Cage. You guys have come in to investigate. How does this work? What do you do?
ANDY RICE, WCGAPS FOUNDER: We actually come in and we set up a controlled experiment where we collect data. One of the instruments we use is this camera over here. This is a night vision camera. It sees in total darkness. We actually have eight of these set up.
EARHARDT (voice-over): Once the sun went down, we went to work to find out if there really are paranormal forces at work in this old Tombstone landmark. After all the equipment was in place, it was time to turn out the lights.
(on camera) We're standing at the front entrance of the Bird Cage. And these are some of the folks that are with the West Coast Ghosts and Paranormal Society. There are 12 investigators that have come here. They all volunteer with this organization. They set up these cameras throughout the Bird Cage, as you can see. There are cameras in each of the rooms. And we're hoping to see some paranormal activity, so here goes nothing.
UNIDENTIFIED MALE: Is anyone in here that wants to communicate with us?
UNIDENTIFIED MALE: Does that make you uncomfortable?
UNIDENTIFIED MALE: I am starting to believe that there's no one here.
EARHARDT (voice-over): Several hours passed with little activity. Then we finally got a sign.
(on-camera) What was that?
(voice-over) After hearing the static, we went to find the source.
(on camera) About five minutes ago, we were upstairs in the stage area, and we heard — there's a speaker right above me. We heard a lot of static from the speaker, and the speaker is not hooked up to any wires you say, Nova?
FLEURY: There's no power to it. There's no power to that speaker.
EARHARDT (voice-over): But that wasn't the only clue that paranormal forces were at work. One of the infrared cameras captured a feather falling from one of the Bird Cage cribs. The strange part: no such feather was even in the room.
Our investigation at the Bird Cage Theatre was complete, but we weren't done searching for paranormal activity in this old West town. The next night, we went to Big Nose Kate's Saloon to see if unexplained forces were at work in this historic location.
MICHAEL CHRISTIE, WYATT EARP ACTOR: Back in 1879-1880, this was actually billed as the Grand Hotel. I have personally experienced — experienced bottles flying off the shelf. And I won't put a name or a, you know, a moniker or title on it. I'm not sure. I'm not willing to say it's ghosts. I'm not willing to say it's spirits or what have you. But it's unexplainable.
MISTI PARKER, BARTENDER, BIG NOSE KATE'S SALOON: Most of the time, it's just slamming doors, footsteps. Poking, touching, whispering.
COURTNEY NOAKES, WAITRESS, BIG NOSE KATE'S SALOON: The radio turns on at night when we're going to lock up. All of a sudden, we'll go to put a lock on the door and all of a sudden, the radio just starts blaring.
EARHARDT: After the patrons have had their fill, the ghost hunters set up their cameras and started the next investigation.
(on camera) We're at the Big Nose Kate Saloon, and it's our first investigation. Hopefully to see some ghosts.
(voice-over) Immediately, unexplained activity began to occur, after the investigators started calling on one of the spirits, named Charlie.
(on camera) Tell us what happened.
RICE: Well, as soon as I said Charlie's name, I started to get an EMF reading. It got cold again, right by my hand. Starting to drop. Temperature's starting to drop.
Charlie, if that was you, can you come over and just touch my hand here?
UNIDENTIFIED MALE: Somebody touched my hand.
UNIDENTIFIED FEMALE: OK, somebody just pulled my ribbon in my hair.
EARHARDT (voice-over): Hoping to find some more paranormal forces at work, we moved underground.
(on camera) We're underneath the bar area of Big Nose Kate. And this is an old mine shaft. You can see.
A lot of the folks who work here say that, if you take pictures of this bed sometimes you will see an apparition.
(voice-over) So does paranormal activity really exist? Or is it just made up in the mind of hopeful believers? There might not ever be a definite answer, but to those who truly believe, the investigations will continue.
Watch "Hannity" weeknights at 9 p.m. ET!
Content and Programming Copyright 2009 FOX News Network, LLC. ALL RIGHTS RESERVED. Transcription Copyright 2009 CQ Transcriptions, LLC, which takes sole responsibility for the accuracy of the transcription. ALL RIGHTS RESERVED. No license is granted to the user of this material except for the user's personal or internal use and, in such case, only one copy may be printed, nor shall user use any material for commercial purposes or in any fashion that may infringe upon FOX News Network, LLC'S and CQ Transcriptions, LLC's copyrights or other proprietary rights or interests in the material. This is not a legal transcript for purposes of litigation.