Collins has referenced ghosts a few times over the years. While on tour in Ireland, she apparently encountered a spirit and relayed the story to Jimmy Fallon in 2013, per the Huffington Post. "I open my eyes and I hear a giggle," she said. "And then I felt a rush of air across my body and I heard all these doors slamming, like fire doors—the ones you don't hear opening, but then the air—it closes. Three of them—and there were three doors outside my room."
Later, she came into contact with another spirit — this time while filming the Ted Bundy biopic "Extremely Wicked, Shockingly Evil and Vile" alongside Zac Efron. In 2019, she told The Guardian that she started waking up at 3:05 AM every night while filming the movie. "I discovered that 3 AM is the time when the veil between the realms is the thinnest and one can be visited," she told the outlet, adding that she began to suspect that the ghosts of Bundy's victims were reaching out to her. "I didn't feel scared — I felt supported," she said. "I felt like people were saying: 'We're here listening. We're here to support. Thank you for telling the story.'"