All I saw was hobo's and trains in the subway tunnels of Liberty City.
Ah well... I bet there is Ratman.. but it's more like a hobo with lots of beard and hair.
Click the link for the myth about the ghost in that old abandon sprunk factory in Alderney.
what about the Statue of liberty heart (easterr egg) thats kinda creepy! next thing you kinow is a statue walking around liberty with a torch do do do do NOT! get it angry!