Well I live in Arizona. I have have heard this story a couple of times but they all sound different. Well, here's my version of this story.

It is said that while a woman was giving birth to her child, and when she gave birth there was this man who was all so there with her so he went, and got her child and drown it in the river where they lived. So later on she had another child, and the same man did the same thing to her first child, but then on her third child the same man was going to do the same thing, but this time she followed him to see what he was going to do to her child. So she saw him at the river then she couldn't believe waht he was doing so she went and jump in the river to try, and save her child but at the same time she was tired from giving brith so she ended up drowning towith her child.

So now when you go by the river with someone you can sometimes hear her cry for her child who died in the river.