A dead rat around my neck and my husband clutching a severed hand, we set off to uncover the sometimes grisly history of The Rocks in Sydney.

The fact that we were not arrested within minutes is probably because the police are used to the presence of people roaming the Rocks at night carrying lanterns, various fake body parts, rubber rats and even a hangman's noose.

It's probably also highly entertaining for the patrons of the Rocks' many pubs, cafes and restaurants to watch the passing parade and be tempted to make ghostly noises and question tourists' sanity.

Not all history happens in daylight hours, of course. So, just as daytime excursions around this most historic part of Sydney - beside Circular Quay and under the looming pillars and arches of the Harbour Bridge - are popular, so too are the night-time Rocks Ghost Tours.

Europeans settled the Rocks after the arrival of the First Fleet with its reluctant passenger list of convicts in 1788.

The prisoners were originally housed in tents under the sandstone outcrops that gave the area its name and for decades afterwards it was notorious for its brothels, murders, drunken sailors and general lawlessness.

This means rich pickings for anyone interested in history's seamier side and for those with a fascination for the paranormal.

I wasn't sure how we'd be able to recognise our guide among all the passers-by outside Sydney's oldest surviving house, Cadman's Cottage beside Circular Quay. But there was no need to fret - the long black cloak, black hat, a Gladstone bag and two lanterns was a giveaway.

Before we set off on our two-hour trek into the possibly ghostly world of the Rocks, Maxine allocated all of us a prop - hence my clammy rubber rat. I'd point blank refused to carry the noose.

With a sinister "Follow Me..." Maxine led us to our first stop - an alleyway with a vantage point of the Orient Hotel, established in 1844 and where more than 100 years later a man stood in one of the upper storey windows and cut off a rather sensitive body part.

Not surprisingly perhaps, his memory is supposed to linger on, although I couldn't see any ghostly remains of any kind. But then I am a sceptic.

We plunged deeper into the cobbled lanes of the Rocks with Maxine unearthing a key ring of gothic proportions to unlock gates into narrow passageways.

She pointed out the hotel where a gentleman named Eric allegedly still appears to both guests and staff asking after the woman he fell in love with. Rather serendipitously for a lady of the night, she was called Scarlet.

Maxine then led us into a brick cul-de-sac. I leaned against the wall as the rest of the group filed in and began to feel a little off-colour, blaming it on the hot chocolate I'd drunk just before the tour started.

Maxine pointed out a window high up in the wall where apparitions had been seen, including by members of other walking tours.

"But most notably, "Maxine said, swinging her lantern in my direction "often people standing over there feel very uncomfortable, even ill and we have no idea why..."

My husband, less of a cynic than me, who I'd earlier told I was not feeling so good, looked at me, suitably impressed.

We stopped again outside the Susannah Place Museum, where lace curtains apparently magically appear in some visitors' photos despite the fact the window is completely bare.

My husband dutifully took a photo and was then surprised to see what appeared to be a set of lacy nets when he checked his picture. Optical illusion caused by the flash we decided.

We climbed up steadily through the Rocks to Observatory Hill, where there is a wonderful view of the bridge and the harbour for those not looking for unearthly delights... and floating orbs and the figure of a hanging man for those who are.

Outside the Sydney Observatory, built in 1858, Maxine sent two of the men in our group to circumnavigate the building.

They were both strapping young Aussies but were notably reluctant to disappear into the darkness and only firm nudges from their girlfriends got them under way.

One came back almost immediately saying that there was a group of "strange people" on the other side of the building and he didn't want to scare them. His girlfriend rolled her eyes.

Maxine told us that on a "good night" her volunteers would return on the run after hearing ghostly footsteps behind them...

My rat had a starring role outside the Garrison Church, the first military church to be built in Australia. Sydney's first victim of bubonic plague, which was carried by rats, had died near here.

We paused outside the Harbour Rocks Hotel, where tunnels in the cellar were used to shanghai unsuspecting drinkers down to the wharves and on to sailing ships and ended our tour in the basement of a modern apartment block.

The foundations of a cottage were found here and it's supposed to be one of the most haunted places in The Rocks, with ghostly figures being spotted, people feeling watched and eddies of icy air.

Disappointingly, none of us noticed anything at all; Maxine looked at me a little hopefully to see if I was on the verge of another "funny turn" but I was having none of it.

* Rocks Ghost Tours offer a Dark North Side and a Dark South Side Tour. We were on the South walk.