Westwood and Simpson (’Lore of the Land’ 2005) mention an early version from 1774 about the tunnel which runs from the south side of the hill to the centre of town. Variations continue to thrive: “A man who wanted to test its truth put a duck into the hole, and a few days later ‘the duck emerged, looking slightly confused, in the centre of Dorchester’.” (Don’t go shoving any more ducks down holes or I’ll have to call the RSPB.)
They also mention Jeremy Harte’s researches into Maiden Castle(s) in which he mentions ‘ghostly Roman soldiers’ and ‘a strange force capable of rocking a parked car’. Sounds intriguing. Such a big hillfort has plenty of room for plenty of weirdness. You’d better see their bibliography in ‘Lore of the Land’ (2005).