In fact, it appears the town could be one of the most haunted places in the entire country.
That’s according to local historians Pete Harness and Paul Scott who will lead a Ghost Walk on Halloween (October 31).
Apparently, Horncastle has more than its fair share of spooks - from two children trapped in a chimney to a Victorian shop owner who can still be seen smoking a pipe at his former premises.
During their tour, the pair will reveal details of Horncastle’s fascinating history, including the prehistoric origins of the town going back 5,000 years.
Then, there’s the labyrinth of ‘secret’ tunnels underneath the cobbled Market Place. Could they be haunted by Roman soldiers as they patrol their fort of Banovallum.
Mr Harness explained: “The Romans were here about 2,000 years ago, but people were living in the Bain Valley area long before that.”
He went on to reveal that aerial photographs - taken just after the Second World War - revealed details of a sizeable Prehistoric structure, close to the site of Horncastle Golf Club.
Mr Harness added: “It was this area’s equivalent of Stonehenge and stretched from the golf club to Lincoln Road.
“It clearly showed people had settled in this area at least 5,000 years ago.”
And, according to Mr Harness, some of those early settlers could still be around today.
He added: “When the first owners of the golf club moved in and started building work, they reported all sorts of strange noises.
“Some nights, their dogs never stopped howling. They never found out why.”
Closer to the town centre, Mr Harness revealed details of two children who reportedly haunt a chimney in the Music Shop.
He says the children can regularly be heard, talking together as they wait for their father to come home from work.
Nearby, there are reports of another ghost - a woman who hung herself. According to Mr Harness, people still hear the noise of her body banging against a staircase.
Just yards away, staff at another town centre shop say they can often smell pipe tobacco smoked by Mr Redmore who died in the 1880s.
Mr Harness explained: “Apparently, Mr Redmore used to sit in the corner of his shop all day, smoking his pipe. He was very well-known in Horncastle.
“When staff come into the shop some mornings, they can smell pipe tobacco - even though none of them smoke and the premises have been empty overnight.”
As for those secret tunnels, were they built by the Romans who first named Horncastle as ‘Banovallum’?
He adds: “There’s no doubt Horncastle was an important Roman settlement and most of it is buried under the Market Place.
“Who knows what lurks in those tunnels?”
He did reveal the tunnels were used to ferry beer between different pubs in the era when there were eight of them in the Market Place.
The Ghost Walk will leave the Market Place at 7.30pm. There is no charge. although donations will be welcome.
As for ghostly events at the Fighting Cocks, that is another story - as is the ‘White Lady’ who reputedly haunts the Sir Joseph Banks Centre.
There’s also a chance to discover the town’s links with the Civil War in 1643 when Cavaliers were hunted down and killed by Roundheads as they fled from the Battle of Winceby.
Can the cries of dying soldiers still be heard around St Mary’s Church?
And, of course, no ghoulish tales of Horncastle would be complete with the town’s infamous public hangman William Marwood.
Mr Harness is convinced Marwood - who ran a shoe shop in church Lane - was poisoned by Irish Republicans in a revenge attack.
Does his ghost still wander Horncastle’s streets?
All will be revealed on Halloween....
*The Ghost Walk will leave the Market Place at 7.30pm. There is no charge although donations will be welcome.