Me and Orson Welles is a 2008 British-American period drama film directed by Richard Linklater and starring Zac Efron, Christian McKay, and Claire Danes. Based on Robert Kaplow's novel of the same name, the story, set in 1937 New York, tells of a teenager hired to perform in Orson Welles's groundbreaking stage adaptation of William Shakespeare's Julius Caesar. He becomes attracted to a career-driven production assistant. The film was shot in London and New York and on the Isle of Man in February, March and April 2008, and was released in the United States on November 25, 2009, and the United Kingdom on December 4, 2009.

Holly Gent Palmo and Vincent Palmo Jr. adapted the film's screenplay from Robert Kaplow's novel of the same name about a teenager (in reality, the 15-year-old Arthur Anderson, who played Lucius in Welles' production) involved in the founding of Orson Welles' Mercury Theatre. After receiving funding from CinemaNX, a production company backed by the Isle of Man film fund, and an offer from Framestore Features to co-finance the film, Richard Linklater came on board to direct Me and Orson Welles. Zac Efron signed on as the lead in early January 2008, claiming he decided to take the role of Richard Samuels because "It's a completely different project than I've ever done before," while Claire Danes joined the cast as the protagonist's love interest Sonja Jones in late January.  In the theatre, Christian McKay had portrayed Orson Welles in the one-man play Rosebud: The Lives of Orson Welles at a number of venues, including the Edinburgh Festival and King's Head (London). He reprised the role in the U.S. at the 2007 "Brits Off Broadway" festival, where Linklater saw his performance and then cast McKay as Welles, retaining him over the subsequent objections of the project's producer.  Me and Orson Welles underwent filming in the Isle of Man, Pinewood Studios, London and New York from February to April 2008. Filming in London commenced first in mid-February, before scenes in the Isle of Man were shot February 24-March 14, 2008, where filming locations included Gaiety Theatre and various other parts of Douglas. During filming in Douglas, Efron and Danes believe they sighted a ghost, or "supernatural" being, outside a window on set at Gaiety Theatre.  Filming in Britain resumed in late March for six weeks at Pinewood Studios. Other locations included Crystal Palace Park, where a facade of New York's Mercury Theatre was set up for a scene. Actor James Tupper claimed that the best replica of an old New York theater was in England, while many of the actors who filled the company were from the Royal Shakespeare Company. The production crew only briefly visited New York; photographs were taken and footage shot to be added into the film as digital effects. Every exterior shot was filmed on a single street built at Pinewood Studios with a green screen at one end; different angles and slightly altered set designs were used between shots to make the street appear different each time.

Answer the following question by taking a quote from the article: What happened when they saw the ghost