In 2001, Benjamin Hale’s young cousin went missing in the Ozarks. The search for her led his family down unexpected paths—to a cult, a murder, and possibly a ghost:

They thought it best to leave town for a bit, and they asked Haley where she wanted to go. Her favorite thing she had ever seen in her short life was the Gateway Arch, which they’d visited on a family vacation, so they decided to take a short trip to St. Louis. During the drive up, Haley told them for the first time—told anyone for the first time—about her “imaginary friend,” Alecia.

From the moment Alecia first appeared in the story, Haley insisted on that slightly unorthodox spelling, although she did not yet perfectly know how to read. She also insisted on other specific details. Alecia was four years old. She had long, dark hair tied in pigtails. She wore a red shirt with purple sleeves, bell-bottom pants, and white sneakers. She had a flashlight. She guided Haley to the river.

“I never had imaginary friends before this experience,” Haley told me, “and I never had any after. And I never saw this particular imaginary friend again.” She did not think at any time that Alecia was a real child. “I was fully aware that this was a non-corporeal being that was with me. And she was a little girl, and we had conversations, we told stories, we played patty-cake, and she was just a very comforting presence. But I knew I was alone.” The hallucinations started later, after she’d already made it to the river. Alecia was not a vision of this sort. “I one hundred percent did not think there was another child with me. I knew, physically, I was alone.” But she also says that Alecia guided her to the river, which she didn’t know was there.

There is a phenomenon called third man syndrome, or third man factor: when some sort of unseen or incorporeal conscious presence seems to accompany people—often a person alone—going through a long, difficult, and frightening experience they do not know they will survive. It is not well understood. It may be some sort of emergency coping mechanism. It was most famously experienced by Sir Ernest Shackleton during one of his expeditions to the Antarctic; the mountaineer Reinhold Messner has also reported experiencing the phenomenon, as have the explorers Peter Hillary and Ann Bancroft. “During that long and racking march of thirty-six hours over the unnamed mountains and glaciers of South Georgia,” Shackleton wrote in his 1919 memoir, South, “it seemed to me often that we were four, not three.”