One of the most chilling books I've ever read is, "The Devil In The White City" by Erik Larson. It is chilling not only because of the murderous events contained therein, but because it is also a TRUE story that would be unbelievable if an author of fiction attempted it.
H.H. Holmes hired and fired multiple contractors as he had a house built to his specific design in time of the 1893 World's Fair in Chicago. The reason that he was firing the contractors - so that they couldn't piece together what H.H. Holmes was REALLY building: a house meant to murder unsuspecting women who booked a room. Secret passengers, rooms that were impossible to exit, gas chambers, and ovens were constructed in order to allow Holmes to murder his victims by various means.
Holmes eventually confessed and was sentenced to death by hanging. But did he cheat the noose?
There's long been a rumor that Holmes bribed law enforcement and had his "tomb" sealed to conceal the fact that he's not in it.
Now, two of his great-grandchildren have convinced a court to allow the body to be exhumed and DNA tests to be conducted.
You might not be surprised to learn that the History channel is planning a special on the investigation in the near future.