“It is told of many of the caves along the sea-coast that bagpipers had entered them and walked along them playing, sometimes for a short distance and sometimes for miles, according to the length of each cave, till they came below this and the next farm-kitchen, and this and the next rising ground, but that by some spell on them they could never return, and that at times they might still be heard discoursing music at the spots at which their progress inland underground was stopped.”
Walter Gregor, Notes on the Folk-Lore of the North-East of Scotland, first published 1881.
That's spooky!