Also included in the walking tour is the centerpiece of Madison's downtown district--its capitol building. The fourth floor of this historic landmark is reputedly haunted, and reports of strange activity have come from government staff who, naturally, wish to remain anonymous.

It was here that Jena and Wendy had a disturbing encounter with an unusually aggressive ghost.

“It was right by the capitol that there was some entity, I’m not entirely sure who it was," said Jena. "So this entity I started feeling on my back, and it actually started getting kind of right in [Wendy's] business, and he was smelling her neck."

“He was smelling my neck, licking my arm," added Wendy.

“It was very creepy, and then he started licking her arm and he was just very, there’s no nice way to say it, very sexually aggressive towards her," Jena continued. "So I was kind of just like ‘Are you okay? Are you feeling okay?’ She's just like ‘Ugh.’ So she eventually had to be kind of firm and tell him to get the hell out of here."

“The physical sensations that I was feeling was my whole left arm and neck was kind of prickly. It was just like weird nerves; somebody touching and pricking all over," said Wendy.

“My left arm was doing the same thing," Jena said. "And then I could feel the sensation of being grabbed on my wrist and pushed on my shoulder blade. He wasn’t sexual towards me but he was aggressive. He was pushing and pulling and touching me.”

That wasn't the only paranormal experience they had outside of the capitol, although it was certainly the most unpleasant.

“I saw [a spirit] at the capitol, in the window...it was towards the middle, on the fourth floor. I couldn’t tell you who it was, they didn’t identify themselves or talk to me, they were just there," said Jena.

“I felt a presence up there as well, just looking up there," corroborated Wendy.

The two women laughed uncomfortably at the experience, but said it won't stop them from taking the tour again.

Anyone interested in tickets for the haunted tour can purchase them in advance through the Madison Ghost Walks' website, but don't be surprised if the chill creeping up your spine turns out to be more than just the wind off the lakes.