I'm not sure if it's an urban myth, but supposedly a man hid treasure in the Rocky Mountains?  Several people have died trying to find it.

According to msn.com, people are chasing after hidden treasure somewhere in the Rocky Mountains.  Keep in mind, the Rocky Mountains cover 3000+ miles.  We all need an adventure on occasion.  People have died for less.  The treasure chest was supposedly hidden by an art dealer and contains millions in gold coins.

vasabii