In the small Leicestershire village of Cossington, under the Churchill Chestnut Tree, a public footpath runs from the north end of Main Street in to Crab Tree Lane. This public highway bears the sign Polly Peggs Footpath.
It was named after Polly Peggs, a village girl who at the time was courting with a boy from the neighbouring village of Sileby. After the third date with the boy she stained her moral purity. A few weeks later Polly found out she was pregnant. She was frightened and tried to hide her condition away from her parents for as long as possible.
The punishment for an illegitimate child at the time was to do the “The White Shroud Of Penance”; the offender was made stand in full view of the congregation during a Sunday service whilst wearing a white sheet and holding a burning candle in one hand with the bible in the other. the penitent was called upon to confess their fault, express regret, promise never to offend again, acknowledge the justice of the punishment, and finally, to make the humiliation complete, listen to the Minister deliver a scathing sermon. To complete the punishment, you then had to stay under the sheet for the rest of the day and night. Polly Peggs was ordered by her father to do this punishment then never return home again.
It was still dark in the early morning when she left the church. She did not know what to do or where to go; she was in disgrace and no one would help her. She did not know where to find the father of her unborn child – she felt she had no reason to go on living.
In her distressed state of mind she ran across a nearby field, threw herself into a deep pond and drowned.
The path she took eventually became a public right of way with the name Polly Peggs Footpath.
Villagers have claimed to have seen the ghost of Polly Peggs running along this path as dawn breaks and when the moon is full.