After the Civil War, a trader by the name of John Martin headed for Arizona territory, settling in what is now Prescott, Arizona. In exchange for some gunpowder and some whiskey, John was "paid" with a young Navajo maiden, whom he made his wife, and built a home for.
In 1870, this young Navajo woman bore John a daughter, which he named Anna. Unfortunately, the mother died during childbirth. As Anna grew up, she preferred to wear Navajo style clothing, and go by the name of Red Feather. She was not accepted by white society, and as a teenager, ran away from her abusive father and the white people who shunned her, taking refuge in her mother's native village.
Unfortunately, the young girl did not fit in there, either. She was accepted into the village, but was forced to work and eat alone. The only place she felt at home was at the nearby Spirit Canyon, a canyon which long held a mystical and sacred reputation.
While at the canyon, studying the hieroglyphics of her ancestors, Red Feather spied one such drawing that depicted a young man leaping head first to his death into the canyon, himself joining the spirit world. It is believed that this particular drawing is what inspired young Red Feather to follow the young man's destiny, at last escaping both the white man's world and the Navajo world that shunned her.
Red Feather took her own life by plunging into Spirit Canyon in 1887, at the age of 17. However, shortly after, reports of a young, Navajo woman seen in and around the canyon began. Sightings of this phantom continue into modern day, as many who have stumbled upon this secluded spot have had a chance encounter with a young Navajo girl who vanishes before their eyes.
This story came to my attention through a wonderful program called Ghost Stories, hosted by Patrick Macnee. If you can get past the awkwardly scripted interviews, the show is actually quite enjoyable. The segment for this story is linked to below, courtesy of YouTube!