Alice and Emily, Diana and Dunes

In winter, the Indiana Dunes are cold, gusty, deserted. The Northwest Wind blows across Lake Michigan and lifts the dunes' grainy surface so that the hills seem to smoke with swirling sand. The beach is a blank slate, tamped-down, and everything is so still I think I can see the dunes moving, mountains retreating grain by grain from the vast, encroaching flatness of this Great Lake. The windblown sand rushes down the slopes and I hear the dull, hollow moan that makes geophysicists call these "singing sands." As a girl, I was fascinated by haunting tales of the region; fifteen years later, I still feel the landscape evokes a certain calm and eerie despair. Tourist season has ended and this visit is a solitary one, a Midwestern pilgrimage to seek out writer and naturalist Alice Gray, the so-called "Diana" of these Dunes, and to reconcile ghost story, legend, and truth.

For decades, it's been said that on a cloudy night on the shore between Lake Michigan and the Indiana Dunes you can see a ghostly figure—all vapor and mist—walking the cold damp sands, slipping into the water. They say Diana of the Dunes still haunts the sand hills she once roamed, still bathes in the icy gray lake. In 1915, she left Chicago society to nurse a broken heart, retiring to a simpler life, a lonely sabbatical on the then desolate shore. Twice daily she stripped off a threadbare shift and swam. When she emerged, dripping like a naiad, she ran across the sands until her bare skin was dry. Years later, she shared her driftwood cottage with a giant of a man, a drifter, enchanted by her charms. They say one night her dog howled and cried so loud and mournful that villagers set off down the beach to see what was the matter. Her giant was gone, her broken limbs scattered up and down the shore; some claim to see her face floating, almost as if walking, where the water washes over the sand.

As a girl, my summer mornings were devoted to daily swimming lessons in an aqua-colored public pool. Two hours later, I climbed the hill to my neighborhood branch of the Indianapolis library where I, still dripping, shivered in the sudden air-conditioning. I perused books about girls living alone in the wilderness—A Girl of the Limberlost and Island of the Blue Dolphins—and tallied my points for the summer reading program. In the afternoons, my mom left me at the city's children's museum. Even though the main floors offered hands-on dinosaur digs and recreated Egyptian temples, I was a daily patron of the Ruth Lilly Children's Theater in the basement, a rapt audience for dramatized readings and professional storytellers. When I went home, I typed up my own stories about brave girls—princesses, twin sisters separated at birth, pirate's daughters, and plucky orphans—who lived alone and fended for themselves in the woods or by the sea. One autumn night, my mom took me to the Hoosier Storytelling Festival on the banks of the White River. I lay on a scratchy blanket under the stars listening to quietly chilling Indiana ghost stories set against a spooky backdrop of lapping water and rustling trees. A melancholy day-dreamer even then, I fell in love with the eerie tales of Diana of the Dunes.

My belief in these ghost stories found support in the still-popular northern Indiana legend—romanticized accounts of the South Shore's historic hermit Alice Gray. In 1915, the young woman—a writer—left nearby Chicago and took up residence in an abandoned shack on the Indiana shore of Lake Michigan. She called her new home "Driftwood" and furnished it with whatever she could scavenge from the beach, selling berries and souvenirs of the Dunes and living in relative solitude—a bohemian figure who scandalized locals with her stark lifestyle and nude swims. It's said the general store sold out of binoculars for weeks on end—area fishermen were eager to catch a...