Thomas Edison had a reputation as a no-nonsense rationalist, but the inventor once pretended he wished to build a device that would allow him to contact the great beyond. John Ptak of Ptak Science Books notes:

[...] Forbes (later the founder of Forbes Magazine and father of the father of the failed and forever failing presidential candidate) [...] dutifully reported it ("Edison Working to Communicate with the Next World") in a 1920 issue of American Magazine. He said: "...I am inclined to believe that our personality hereafter will be able to affect matter. If this reasoning be correct, then, if we can evolve an instrument so delicate as to be affected, moved, or our personality as it survives in the next life, such an instrument, when made available, ought to record something."

Edison's quote made the rounds (it was even cited in Scientific American), and in 1933 (two years after the inventor's death), Modern Mechanics published this awesome spread about Edison's secret paranormal experiments. My favorite part of all this is the ghost forlornly weighing itself on the second page — click on the right-hand corner of the images to expand.