they 've hunted in new mexico ; the arlington hotel in hot springs , arkansas ; the myrtles in st. francisville , as well as natchitoches and new orleans , louisiana ; jefferson , and other texas towns ; , ohio ; wisconsin ; and numerous graveyards and haunted buildings all over the u.s. their favorite trip ( so far ) was to cimarron , new mexico , where they spent two days and nights all alone in the historical and haunted st. james hotel .