The guys head to San Pedro, CA, to investigate the Fort MacArthur Military Museum, the site of many claims of paranormal activity believed to be caused by UFOs. Built in 1914, this coastal defense battery was put to the test after Pearl Harbor when they fired almost 1,500 rounds of ammunition at what they believed was an air invasion -- but if they weren't Japanese planes, what were they?

Zak, Nick and Aaron visit the historic St. James Hotel in Cimarron, NM, where many famous people from the Old West, including Jesse James, Wyatt Earp and Annie Oakley, have stayed over the years.