It’s the dead of winter and I’m wrapped in fur and peering into the dark waters of Moyka Canal looking for a ghost. Almost 100 years ago, the Siberian mystic Grigori Rasputin, mortally wounded and left for dead, supposedly clung to the support rungs of Petrovsky Bridge before succumbing to the cold and slipping into the icy waters below.

Although my muskrat fur coat is more woolly mammoth than chic, and I can’t really be certain where Rasputin dangled, when you’re on a do-it-yourself tour, you have to rely on your imagination to provide some of the details.

I’m at the midpoint of a self-designed haunted tour of St. Petersburg. Although most people visit the city during the white nights of summer when the streets throng with tourists, shoppers and musicians, when you need to travel for business you can’t always pick your travel dates. So I find myself in St. Petersburg in March.

Palace Square, in front of The Hermitage and Winter Palace, was the site of the “Bloody Sunday” massacre in January 1905.

What else to do besides read epics of passion and tragedy from the Russian revolution? After several long evenings indoors, I decide to investigate the city’s dramatic past and map out a walking tour, complete with warm-up stops.

All are within easy walking distance of St. Petersburg’s historic city center; no matter how fascinating the sights, when the average nighttime temperature is 17 °F (–8 °C), you don’t want to linger outdoors too long.

At sunset, I begin my journey into the gruesome past at Kazansky Bridge on Nevsky Prospekt, the city’s most glamorous street and main thoroughfare. Elegant women hurry past designer shops such as Versace and Hugo Boss, their long fur coats sweeping up clouds of sparkling snow in their wake. Babushkas huddle at the street corner offering scarves and mittens for sale.

Yet, just a few steps away from the bustle, eerie mists swirl over the frozen Griboyedova Canal where, rising like a ghostly blue specter, is my first stop — The Church of Our Savior on Spilled Blood, officially named the Resurrection of Christ Church.

Next stop on my itinerary of murder and mayhem is Mikhailovsky Castle, where one of Tsar Alexander’s ancestors met an equally violent death. Fearful of disloyal subjects, Tsar Paul I, successor to Catherine the Great, fortified his castle with moats and underground passages.