Reader's Digest has named North Dakota's creepiest urban legend, and it's a one-eyed river monster said to haunt the Missouri River. According to the outlet's survey of the scariest tale in each state, the monster is rarely seen. Urban Legends & Monsters in North DakotaYou don't have to live in North Dakota long before you start hearing some pretty interesting and creepy urban legends. (Also Read: Haunted North Dakota: The State's Spookiest Locations - Part 1)When I first moved here, I remember people telling me that the old Governor's mansion was haunted; of course, I had to go check it out myself. --It's actually a little disturbing how many urban legends, monsters, and superstitions we have here in the state of North Dakota.