The building was built in 1816 as a private house by Thomas Cooke, however the Cellars are part of a far older house that was built on the site in the 16th Century. The Orme family are known to have owned a house on this site from 1538, while local magistrat Cooke and his wife Charlotte built the existing building and used it as their townhouse from 1816 to 1856. It is alse thought that Thomas Cooke used to hold trials in the kitchen of the house. Thomas and Charlotte divorced amid a lot of scandal after which it was sold to 3rd Earl Fitzwilliam who gave permission for the building to be used as the city's first hospital. It serves as The Peterborough Infirmary from 1857 to 1928, while there was apparently a big fire in the building in 1884. The building was then bought by the Museum Society and became a museum in 1931.

The walk around with Derek and David Wells saw both mediums connect with the supposed spirit of Sergeant Thomas Hunter, an Australian soldier who had died while the museum was a hospital during the first world war. Derek also suggested a link with a spirit called Charlotte in the Norman Cross room, although this was in a room with no previous reported activity, while David felt that no such energies existed in this particular room. In the operating theatre David links in with the energy of a woman and a child, while in the cellar he suggests the impression of a dark black mist rushing towards them and that this spirit liked to scare those who wandered this area. During this moment the team appear to pick up a large bang coming from the upper floors, while it is suggested that there was nobody above them at that time. The night vigils begin with Cath, Jo and Rachel in the top floor social history room where they suggest hearing a number of strange sounds and pick up a number of inconclusive light anomalies on camera, most probably dust or insects. Meanwhile David, Yvette, Karl and Ciaran are investigating the cellar, and initially Karl suggests he can feel a hand on the back of his neck. David believes that the unpleasant energy he connected with earlier was now present with them, while Stuart picks up a light anomaly around Karl, again most probably an insect. Yvette, David and Jo then attempt some Glass Divination, where the glass appears to move in response to their questions aimed at both Thomas Hunter as well as a second energy called George. Meanwhile Cath, Stuart, Karl and Rachel investigate the cellars once more, where initially they appear to capture a sigh or moan after which Stuart hears a large scraping noise and the team are left in a panic after a door apparently shuts by itself, although this is not captured on film.