The old storage sheds along the tracks were abandoned shortly after the Baltimore & Ohio Railroad was built, and it wasn't long before the poor folk of the area moved in. The sheds provided shelter - of a sort - although the winter wind still pierced through every crevice, and the small fireplaces that the poor constructed did little to keep the cold at bay.
A gentle, kindly woman named Jenny lived alone in one of the smaller sheds. She had fallen on hard times, and with no family to protect her, she was forced to find work where she could and take whatever shelter was available to someone with little money. Jenny never had enough to eat and in winter her tiny fire barely kept her alive during the cold months. Still, she kept her spirits up and tried to help other folks when they took sick or needed food, sometimes going without herself so that another could eat.
One cold evening in late autumn, Jenny sat shivering over her fire, drinking broth out of a wooden bowl, when a spark flew from the fire and lit her skirts on fire. Intent on filling her aching stomach, Jenny did not notice her flaming clothes until the fire had burnt through the heavy wool of her skirt and began to scorch her skin. Leaping up in terror, Jenny threw her broth over the licking flames but the fluid did nothing to douse the fire. In terror, Jenny fled from the shack and ran along the tracks, screaming for help as the flames engulfed her body.
The station was not far away, and instinctively Jenny made for it, hoping to find someone to aid her. Within moments, her body was a glowing inferno and Jenny was overwhelmed by pain. Her screams grew more horrible as her steps slowed. She staggered blindly onto the tracks just west of the station, a ball of fire that barely looked human. In her agony, she did not see the glowing headlight of the train rounding the curve, or hear the screech of the breaks as the engineer spotted her fire-eaten figure and tried to stop. A moment later, her terrible screams broke off as the train mowed her down.
Alerted by the whistle, the crew from the station came running as the engineer halted the train and ran back down the tracks toward poor dead Jenny, who was still burning. The men doused the fire and carried her body back to the station. She was given a pauper's funeral and buried in an unmarked grave in the local churchyard. Within a few days, another poverty-stricken family had moved into her shack, and Jenny was forgotten.
Forgotten that is, until a month later when a train rounding the bend west of the station was confronted by a screaming ball of fire. Too late to stop, the engineer plowed over the glowing figure before he could bring the train to a screeching halt. Leaping from the engine, he ran back down the tracks to search for a mangled, burning body, but there was nothing there. Shaken, he brought his train into the station and reported the incident to the stationmaster. After hearing his tale, the stationmaster remembered poor, dead Jenny and realized that her ghost had returned to haunt the tracks where she had died.
To this day, the phantom of Screaming Jenny still appears on the tracks on the anniversary of the day she died. Many an engineer has rounded the curve just west of the station and found himself face to face with the burning ghost of Screaming Jenny, as once more she makes her deadly run towards the Harpers Ferry station, seeking in vain for someone to save her.