Northwest Indiana ghost stories - there are many and plenty of them -- and one person who has collected a lot of them and assembled them into a series of several "Haunted Indiana" books is Merrillville native Mark Marimen. Marimen has authored several books, which include:
Haunted Indiana (Volume 1)
Haunted Indiana 2
Haunted Indiana 3
Haunted Indiana 4
Haunted Travels of Indiana
Weird Indiana (authors Mark Marimen, James A. Willis and Troy Taylor)
To hear a number of special features on Region ghost lore with Mark Marimen... including Diana of the Dunes, the Hammond Circus Train, and the Ghosts of Cline Avenue... visit my blog here (and scroll to the audio player).