The Guyra Ghost Mystery is a 1921 Australian movie by John Cosgrove which is considered to be lost. It is based on the real life accounts of a family living in Guyra, South Wales. According to the story a family is Guya suffered from unexplained attacks on their house. Attacks including loud banging and showers of rocks being thrown at the house; sometimes breaking windows. Police had to surround the house and even kept close look out for the family. To no avail the attacks continued. One of the children (Minnie) admitted to throwing rocks at the house and making some noise to scare her sibling but events proved she couldn't have been a suspect.
When Minnie came back from a vist at her Grandma who stayed at the Glenn Inn the events seemed to seize. Nevertheless the events were a huge sensation at the time and even led to some movie projects. In the end however only was was produced, that being this one. According to the Wikipedia the movie performed horribly at the box office and is the only director credit of John Cosgrove even though he had directed other movies in the past. The movie starred John Cosgrove as Sherlock Doyle investigating the phenomenon at the original location the events started. It's also said the real family showed up in it as well, at least according to the Wikipedia.