Parapsychological Research & Investigation
Northeast Tennessee, Southwest Virginia & Western North Carolina
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Devil's Run

Phantom hoof beats have been heard on the banks of the Nolichucky River parallel to Little Germany Road off of Bumpas Cove Road since the 1920s. After a group of brave men tried to catch the culprit, the consensus is that the sounds belong to some kind of spirit. 
Charles Edwin Price documents the hunt for the spirit in his book Haints, Witches, and Boogers: Tales from Upper East Tennessee. Men from the community stretched rope across the riverbed in an attempt to trip whatever was making the hoof beats, but the sounds simply passed by them. They discovered the spirit had left behind a trail of cloven hoof prints.
Perhaps it is not the Devil himself running along alongside the Nolichucky River, but the spirit of a goat.
Bibliography:

Price, Charles Edwin. Haints, Witches, and Boogers: Tales from Upper East Tennessee. Winston-Salem, NC: John F. Blair, 1992.