I ran this one as a start-up for a new campaign in Pathfinder for my homebrew steampunk/Victorian setting. It was fun but a bit slow-going until the cult began their attack against the PCs.
I did some fleshing out of the blacksmith and made him a retired monster hunter (a 4th level ranger) who was an old enemy of the main baddy of the story. Of course, he began following the PCs around to make sure they didn't get into trouble. Of course, they at first suspected he was involved with the killings and such.
I think the thing that spooked the characters the most was the wrathful ghost. One of my favorite scenes was when he tried to off the dullard train investigator who was interfering with the train investigations. Wrestling the floating gun out of the ghost's telekinetic grip (marked only with ghostly fires) was memorable, as was seeing his spectral face on the train and in the bar.
"A full set of (game) rules is so massively complicated that the only time they were all bound together in a single volume, they underwent gravitational collapse and became a black hole" (Adams)