A friend of mine has gone to Moundsville a few times, and has shared some of his experiences from there. I know I want to go!
As for experiences, the friend mentioned above, his sister, my girlfriend, and I went to Sprucevale, which is a 'ghost town' of the canal days when the Sandy and Beaver Canal was in use. It is in the Beaver Creek State Park. There is a house in the one part of the area, used to be an elderly couple that lived there. When the husband died, he left the property to the State Park, with the condition that she could live there for the rest of her days. No electricity, no running water - they installed it for her, she refused to use it so it was removed. Anyways, we were there on a ghost hike with a group of around 20 people. We walked around the area, checking out different 'hot spots'. As we came upon the house (known as "Grandma's House") they always keep the doors locked. It is said that sometimes if you knock Grandma will let you in. Well, a few tried it, no luck it was locked. My friend tried, and it opened. He was looking in the doorway (not allowed in per Park Rangers), when he heard footsteps upstairs. A few of the others heard it too (I was not present at the time), and he said it was like work boots walking across the floor. They quit, so he closed the door and walked away. Another person tried the door, it was locked again. I had just walked up with my GF and was told about it. I went up and tried the door, it opened. After we looked at the door and lock a few, we closed it and it didn't open for anyone else that night... We also visited Bowman's Cemetery, but the first trip of the night got rained out so we they went back later that night, and he heard voices and odd glow on a headstone - My GF had to be at work the next day at Noon so we had already left by then though
He's told me many stories from Trans Allegheny, Moundsville, Mansfield... My assistant manager at work has a young boy that haunts her house - they hear him, he moves things from the main floor to the upstairs room even though the stairway door is locked, etc.. She even has an experience with a local closed TB hospital - enough she doesn't like to talk about it.. All these make me jealous, as I would love to experience something like that.
A link on Sprucevale, Ohio: