There’s a large cave dubbed “Satan’s Cave.” Compasses always point into the cave. When the NYC reservoir system was created, the municipality bought all of the homes in the low altitude towns. They then dammed up the area and let the rainwater collect, flooding the neighborhoods, houses and all. The bottom of the cave filled with water, and began billowing cool water vapor all year round.

It turns out the cave is one of the largest known lodestone deposits. Lodestone is naturally magnetic, which is why compasses always point into the cave. The cave originally had a massive drop shortly after the entrance, that led into one of the aforementioned towns. When the town was flooded, the reservoir water piped up the cool cave, causing the water vapor to be perpetually emitted.