'Ghost Hunters' Star Brian Murray Breaks Down Ghostly Figure Captured on Thermal Camera, 'Intense' Paranormal Activity (Exclusive)

Wednesday night's Ghost Hunters delivered a lot more than just chills and thrills! In the fourth episode of the second season titled, "Nightmare Camp," the team experienced a "lot of weird stuff" while investigating unnerving claims from the deep, wintry forestlands of northern Colorado's Perry-Mansfield Performing Arts Camp. Though the team, led by Grant Wilson, couldn't find "too many natural explanations" to the stunning accounts shared by counselors, campers and staff, paranormal investigator, Brian Murray is divulging exclusive details with PopCulture.com about what really went down at the spine-chilling campgrounds — particularly that thermal hit of the ghostly figure captured in the window of the Julie Harris theater.

"As soon as we walked in — we didn't really even get a chance to set up a lot of our equipment, because a series of events happened," Murray told PopCulture of the room he examined with co-investigator and team technician, Brandon Alvis. "You hear this loud bang, you can hear footsteps, so we had the FLIR [camera] going and so we're trying to see these heat signatures."

The theater, which was a hot ground for claims including accounts of seeing a woman in white and disembodied legs moving around, sparked a chain of activity for the pair. "We got the thermal out and we're going to try to sweep and see if we couldn't find anything and get a heat signature. Well, she wasn't walking there," he said. " We started getting the bang. I go to investigate where those things were coming from. We hear footsteps. We hear what sounds like a moaning woman — I mean, audibly. We heard that super loud."

Murray goes on to share that when they tried to figure out what was happening in the area, along with hearing multiple noises and footsteps, it was then that Alvis caught something when they started panning the camera. "That's when you see that little image pop-up," he said. "It pops up, it disappears, comes back; and we went out to try to figure it out. There were no footsteps or footprints in the snow. There wasn't anything, there was no heat signatures out in the woods. We couldn't come up with an explanation."

The former Marine Corps Platoon Sergeant, who uses his past military experience to bring forth an organized and structured approach to every investigation, goes on to add as far as environmental changes go, nothing really happened and there were no EVPs. "We didn't have a recorder going at that moment, but we just audibly caught the voice or the moan," he said. "So, it was a great experience and it was so fast and so quick. It was like bang, bang, bang, bang. Intense. I still love it."

Injecting integrity and compassion into every investigation, Murray admits he and the team also felt an immense intensity during the case that stemmed from the overall vibe of visiting the Colorado campground, which first opened in 1913.

"It was real excitement unlike any other," he said of the site, which has never been investigated before. "None of us really had done a campground before, and if you think about in the horror movies and things that we used to watch, they started in campgrounds and things like that. [But] now we're going to be running around in the dark looking for things in this place where not many people have gone. […] I'm still excited about it. It is mind blowing. I loved it."

Something fans might not realize that happens behind-the-scenes is how the team investigates all the same locations as a means to build a steady case with strong evidence. "We're trying to see if there's some of the same similar things happening each time or if there's something new, so we all will hit the areas," he said. I know from the Julie Harris Theater, Brandon and I went in, we caught the image, but there had been, knocks and bangs, and this uncomfortable feeling from all the teams. We just were lucky enough at that moment to pan in the right area and catch that. But each team was having similar experiences."

While the Little Ballet center might have baffled fans after Richel Stratton, Kristen Luman, Mustafa Gatollari and Daryl Marston all experienced something very loud while at the location, Murray admits he and Alvis also experienced some bizarre activity like their co-investigators.

"Brandon and I had the same experiences as both of the other teams," he said, adding how there just isn't enough time to show everyone's accounts. "There was this super loud bang. There were footsteps, like somebody was pacing. It was an experience. We could not explain where the noises were coming from. I know that we've gone outside and tried to find out if there was anything fallen from trees, which there wasn't. It was snowing. So, did something fall on the roof? We didn't see anything like that. Nothing. No snow was falling off the roof. It was constant."

Murray adds that a lot of the unexplained activity occurred when the team were asking questions, which would point to a somewhat intelligent haunting — especially when he, Alvis and Wilson conducted their investigation with camp faculty member, Kathy Hussey as she played music at Cabeen Cabin. He further shares that the team felt multiple interactions throughout the whole camp's sites and would love to go back eventually.

With the A&E series' sophomore season "going outside the box" and expanding the field of paranormal investigation, Murray is excited for fans to continue watching week after week as the team uncovers their findings from locations that are in the deepest and most remote parts of the U.S.

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"It's not necessarily about finding ghosts, it's about helping people," Murray said. "And doing whatever we can experiment-wise, historical-wise, even bringing back old methods to bringing out new methods to try to get to these answers, and that's the key. So, it's all about going the extra mile to figure it out."

Ghost Hunters airs Wednesdays at 9 p.m. ET on A&E, and is produced by Lionsgate's Pilgrim Media Group. For more on the ground-breaking reality series, spooks and other paranormal-related news, keep it locked to PopCulture.com. While you're at it, follow us on Twitter @PopCulture for the latest and greatest in news and entertainment coverage.