In 1857, Pierson and Andy Lytle brought a Kentucky mule named Coaly into Pennsylvania to be part of a team of pack mules working on excavation and construction of the Penn State campus in State College. When the mule died in 1893, his remains were displayed in the Old Main building he helped construct. If this seems morbid, remember that the University College in London displays the preserved remains of philosopher Jeremy Bentham.
Over the years, the remains of the mule now known as "Old" Coaly were moved several times. When a fire damaged Old Main in the early 1900s, Old Coaly's body was moved into the basement of the Watts Hall dormitory. In the 1960s, he was displayed in the Agricultural Building, and his skeleton is now in the HUB Robeson Building.
But apparently, Old Coaly's spirit doesn't know of his resting place - or perhaps his stubborn mulish nature just keeps him bound to where he was. The braying of the mule is still heard in the hallways outside of his resting place in the basement of Watts Hall, and occasionally his form is seen standing in the corridor.
The Penn State campus in McKeesport is also home to an animal apparition, this time of a large sixteen-point stag named Duke. The stag is long dead, but a sixteen-point buck is still seen roaming around campus.