Tarleton State University 1973:
Four friends and I went to southern Erath County to a place called McDow's Hole.
The full story of the haunting is here:
https://www.google.com/amp/s/texashillcountry.com/haunting-mcdow-hole/amp/TLDR: a settler's wife named Jenny Papworth and a child disappeared in the 1860s and were never found nor was a solid suspect ever arrested.
In subsequent years travelers would report ghostly sightings of Jenny and the baby, including one Tarleton student who reportedly went insane after spending a night near the cabin.
In Spring 1973 my friends and I went to the site where she had been seen. It was after dark and as we approached, there was a long, piercing scream, louder than any human could vocalize. We left immediately and the next day went to the sheriff's office to report it. The deputy smiled and said "okay", sending us away with the impression that he thought it was a joke.
The Stephenville area has seen paranormal stuff subsequently with the widely reported UFO sightings in 2008.
https://www.npr.org/2008/01/16/18146244/dozens-claim-they-spotted-ufo-in-texas “If you’re going to have crime it should at least be organized crime”
-Havelock Vetinari