If you dare to venture down to Kimmeridge Bay at night, be sure to listen carefully for the sound of screaming. Allegedly, the source of this spinechilling sound is the ghost of a smuggler, who was shot dead by a trigger-happy revenue man. If you are really lucky (or unlucky, depending on your viewpoint), you might see a shadowy figure standing waist-deep in the sea.
Map of the area.
Photo by Jim Probert, via Wikimedia Commons