Parts of this club were once piece of the scandalous underground vaults of Edinburgh. These vaults were home to some of Edinburgh's most desperate and disagreeable characters. It was here where a large portion of these individuals met their grim end. One soul that prowls here is referred to by local people as "The Banshee" (subsequently the name). On one event the specialists who were remodeling the pub heard a blood souring shout originating from one of the vaults, minutes after the fact one of the laborers got a telephone call advising him of a sad family mischance bringing about the passing of a relative.