"Folklorists say Wisconsin has the most ghosts per square mile, it's the most haunted state. So absolutely Milwaukee has a rich history as well," said film director Michael Brown.
The documentary follows a team of paranormal investigators inside the theaters as they look to see if the claims of hauntings are true.
Some theater regulars believe there might be something going on in Milwaukee.
"I definitely feel an aura about the theater," said theatergoer Carly Wacker.
"I don't know, I believe in ghosts," said Michael Brusko.
But not everyone is convinced.
"I have been here numerous times and nope, nothing," said George Wagner.
Brown said it is up for people to judge for themselves.
"Haunted, what does that really mean? I think that's the thing about this film series, we are not convince you ghosts are real, ghosts are not real. It's more of a situation where you sit down and watch it and then come to your own conclusion," said Brown.