The reason why there is so much paranormal activity at the theatre is disputed, although there have been claims that the old choral hall was built on a cemetery or burial ground. This claim however, has never been proved. The paranormal activity of the St. James was investigated in 2005 on the New Zealand television show "Ghost Hunt". The three investigators captured paranormal photographs and numerous orbs inside the building and the elevator used suddenly began to malfunction which is a common among workers moving instruments from the orchestra pit to the loading bay. The programme also featured other haunted locations around New Zealand.