The Weeping Woman of Colfax, New Mexico

Colfax, New Mexico, was once a thriving Old West town — that is, until 1890, when a ghost returned to haunt the local church. Always sitting in the back row and sobbing uncontrollably, reports say her spirit — that of a grieving mother who died shortly after her young son -- was seen so frequently people started moving out of Colfax. Eventually, the place became a real ghost town. (Source)