In 1866 a businessman named Mark McCauley built a stagecoach stop known as the McCauley station at the edge of present day Cave Creek and Spur Cross. In addition to being a regular stop it also became a resting place for weary travelers winding their way through Arizona on the way to California.
Though a welcome relief after days of exhausting travel through the desert, the stage station was witness to murder, robberies, and daily human miseries. It is from this darker side, that the station allegedly became haunted by the spirits of those who met their death there, natural or otherwise.One of the ghostly tales is the specter of the White Horse of Azarone that allegedly began with a stage robbery in 1883. According to the tale, the bandit known as Vendango excused himself from the supper table. A few moments later, he rode through the doorway mounted on his big pale stallion and shot Mark McCauley.

However the wounded man returned fire and the leader fell dead from his horse. Spooked by the blasts of the guns, the pale horse ran through the door and out into the nearby hills.

Today it is said that the ghost of the pale horse continues to roam the terrain usually appearing around sunset. It seemingly appears out of nowhere, before galloping through the hills and disappearing once again.