Like many myths that form over time, this one probably has some basis in fact. After that, though, it becomes a bit blurry. The gist of the story goes like this:
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Just as in any major construction project like the Brooklyn Bridge or Hoover Dam, accidents among the workers, even fatal ones, were not uncommon. Supposedly during construction of a Missile site in Bravo Flight at Grand Forks AFB, a worker fell in as concrete was being poured, and was buried alive, his body unrecoverable beneath the tons of liquid rock. He remains trapped there today, and his ghost makes occasional appearances, in the form of cold spots, eerie noises, unexplained electrical phenomenon, and the like.
Here is where even the story gets fuzzy. According to maintenance and security personnel handing down the story through time, the "haunted site" was a Missile Silo, Bravo-Nineteen (B-19). However, if you ask the Launch Crews, they claim the haunted site is the noneother that the Launch Control Facility itself, Bravo-Zero (B-0)! Both groups have no shortage of weird stories and personal experiences to back up their claim. And of course, there is no direct way to prove or disprove either candidiate. There are some definite facts that can clear away the mists, and myths, however. Consider:
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Given the large scale of the construction required to build either the Missile Silo or the Launch Control Center, and the working and safety conditions of the era, it is entirely possible that there were some fatalities on the job, perhaps even in Bravo Flight. However, it's not likely a worker is embedded in the concrete. To cover legal requirements when such a thing occurred on major construction projects, the standard is to mark the resting place of the worker, usually with a metal plate. While the walls of these sites are covered with dozens of equipment marker plates, not one has a "John Doe" listed anywhere on it.
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The underground areas of both silo B-19 and the Launch Control Center, or "capsule", of B-0 are both indeed subject to frequent cold spots, an assortment of creaks, whispers, and even the occasional loud "clang" with no apparent cause. The also had (while in service) a variety of false alarms, erratic readings, and other glitches that would often fix themselves. But like almost all good ghost stories, these have an explanation in natural causes. Both these sites have ground water present around the installation - frequently it makes odd noises as it freezes, thaws, dries, settles, or generally just moves about. The effect is amplified by the structure, just as if you were to hold a cup over your ear and drip water onto it. The constant change of water pools, ice formations, as well as air conditioning imbalances causes cold spots that come and go - sometimes on schedule. The electronic equipment is old, outdated, and also subject to the sometimes intense geomagnetic disturbances that occur at Northern latitudes - electrical fields are induced in the cabling and carried into the "capsule". Filters on the lines usually prevent equipment in the capsule from being directly effected, but status signals that are transmitted or recieved over these lines can get garbled or cut off, giving odd readings. The final nail in the "ghost phenomenon" evidence is that ALL 15 of the "capsules" and most silos suffered the same effects, some much worse than any in Bravo flight. At Launch Control Center Kilo-Zero (K-0), for instance, an alarming groaning, banging, and creaking gave crews the willies for several days, as ground water pushed a huge bulge in the steel bottom of the "capsule" (hidden by the "floor" of the suspended compartment that the crew works in) before finally subsiding. And at silo Charlie-Twenty-One (C-21), maintenance personnel were frequently bothered by an often overpowering smell like decaying carcasses while down in the Equipment Rooms and Launch Tube. Checks were frequently made, with no dead animals found anywhere. After the smell grew bad enough to make several persons ill, a gas sniffer was used to find that a ground water leak at the bottom of the launch tube was also allowing swamp gas to seep in and accumulate.
So, while it may be a (probably unprovable) fact that someone died during the construction of the Bravo Flight missile sites, there's really nothing to show these sites ever were or are haunted - and in fact they have less abnormal goings-on than many other sites.