Jimmy Pegorino is a pivotal plot character in the game, and serves both as a mission boss and an antagonist. He is killed regardless of what ending the player chooses. Shortly after, players started reporting seeing strange manifestations occuring inside the Abandoned Casino at night.
Players have reported that along with the other strange things in the Alderney Casino, a full-bodied, grey silhouette of Pegorino can be seen floating around inside the building. Players have also reportedly seen bright lights floating through the air both inside and out of the Casino's airspace.
It has been proven that, from time to time, strange screeching noises can be heard inside the casino, similar to the sound of metal scraping against metal. This is a scripted ambiance noise that can be heard inside the Casino, and it is a proven occurrence. The legends of Pegorino's Ghost, however, still persist to this day.