Omaha has hung a remarkable number of stories on this one patch of woodland, and the honest version is the better one. The arching branches at the entrance are said to be bent under the spirits of people lynched here; there is no evidence that any lynching ever took place in the park. A stairway is called the Stairs to Hell because people report never counting the same number of steps twice. A colony of albino people is supposed to live in the trees, cast sometimes as hermits and sometimes as cannibals, and there has never been a shred of evidence for that either. What IS true is grimmer and much duller: this is thick woodland close to the middle of a city, and the bodies of missing people have been found here, almost certainly brought and dumped. Go for the woods, and take the rest as the folklore it is.
Other places on the map within a couple of hours.