I've been to Lydia's Bridge more times than I can count. I graduated from Ragsdale High School which is just up maybe about 300 yards up from the bridge. My most interesting visit was in 1986, at midnight on Halloween after visiting a haunted house that would become Kersey Valley Spooky Woods.
I was feeling nostalgic so I stopped by there today:
This is the new bridge; it's on Main St. in Jamestown, also still called by many High Point Rd. Jamestown is located straight ahead right up the road. Jamestown itself, with the Mendenhall Plantation, many old homes, abandon textile mill towns, and High Point City Lake, which has seen several murders and suicides over the years, could hold many haunts. But it's most famous haunt is Lydia's Bridge.
To get the jest of the story check out the links at the bottom of this post. Lydia is what folklorist call a "hitchhiking ghost".