The legend of the Three-Legged Lady is considered one of the eeriest among Mississippi's ghost stories, urban legends, and folklore. It involves a phantom woman who is said to haunt a specific, isolated stretch of road and has been passed down through local storytelling for years.

The legend of the Three-Legged Lady states that she haunts Nash Road, located near the lock and dam in Columbus, Mississippi. Sightings of the phantom woman are said to mostly occur between the stretch of 2661-4548 Nash Road. The legend states that the lady not only haunts the area but also actively chases vehicles down the dark roadway, causing terror to the drivers.

According to the legend, those who wish to encounter the Three-Legged Lady on Nash Road are advised to pull over, turn off their headlights, and honk the horn three times. It is said that the lady will then knock on the roof of the car and proceed to race the driver to the end of the road, hitting the vehicle with her body all the while.

The idea of being chased by anyone is already unsettling, but when it is a ghost with a rotting and sewn-on extra limb, it is especially terrifying. The legend of the Three-Legged Lady includes several different tales about how she came to possess an additional leg.

There are various explanations for the origin of the third leg of the Three-Legged Lady in folklore. Some say it was taken from a deceased lover and sewn onto her body. Other stories suggest the three-legged lady is the ghost of a mother, who is searching for her missing and dismembered daughter, and the third leg is all that she was able to find. Another theory is that the ghost is a result of a satanic cult that performed sacrifices in a nearby church.