High atop Hathorne Hill, near Boston, sits Danvers State Hospital. Built in 1878 and closed in 1992, this abandoned mental institution is rumored to be the birthplace of the lobotomy. Locals have long believed the place to be haunted. They tell stories about the unmarked graves in the back, of the cold spots felt throughout the underground tunnels, and of the treasures found inside: patients' personal items like journals, hair combs, and bars of soap,...