According to https://thehauntingsofsc.blogspot.com/2013/12/jacksonboro-light.html

The legend goes like this:

"...a little girl had wondered off a bit to far from her house, considering this road is heavily wooded on both sides and it was getting darker by the minute, the family grew frantic, so the preacher set off into the night, lit a lantern to guide his way and searched the road and the woods and apparently got struck by a passing train on his search for his daughter which he never found, no one knows what had become of the daughter either. To this day it is said that the preacher still continues to search the road for her with the light of a swinging lantern which sometimes is accompanied by the sound of a train whistle."