Nathan Watts studied biochemistry at Edinburgh University. At the time of the incident, he was out celebrating Michael Macauley's acceptance to study Earth Sciences at a pub called The Albannach on the Royal Mile, leaving shortly after midnight after being ill. He headed home via Old Fishmarket Close but took a fall about halfway down.
He rolled a cigarette, and heard a male voice asking, "Can I have a cigarette?" He looked up and saw a figure standing in an alleyway on the opposite side of the street. The alleyway was narrow and completely unlit, with a small staircase leading up. There was a light fixture at the entrance but it was either broken or not turned on.
Nathan offered his tobacco but the figure just asked, again, "Can I have a cigarette?" Nathan looked more closely at the figure and saw that he was swaying slightly, as if from the hip. He had a blank expressionless face, and his skin was damp and slightly sunken 'like they had a bad fever'. When the figure once again asked "Can I have a cigarette?", Nathan noticed that the figure's mouth had been closed the entire time and that its feet weren't quite touching the ground. Nathan scrambled for his phone, but as he shone his torch, all he saw was the figure folding from the waist into nothingness. Nathan took a taxi home.
The next day, Nathan returned to the scene, finding nothing but an unused Marlboro Red cigarette. A few days later he discovered that John Fellows, another student who had been at the party and was still there when Nathan left, had gone missing and that on John's missing person photo he noted a pack of Marlboro Red cigarettes sticking out of John's pocket.
Post-Statement Follow-Up Edit
Sasha looked into police reports and found that between 2005 - 2010 there had been 6 disappearances in the area: Jessica McEwan (Nov 05), Sarah Baldwin (Aug 06), Daniel Rawlings (Dec 06), Ashley Dobson (May 08), Megan Shaw (June 08), then John Fellows (March 10). Sarah Baldwin and Megan Shaw were confirmed to be smokers but it was unclear about the others, and whether it was at all related to the case.
Strangely, Ashley Dobson sent a photo to her sister with the caption of "Check out this drunk creeper lol," with the photo of the alleyway Nathan mentioned in his statement, except it was totally empty. Sasha did some work on the photo and was able to make out the faint outline of a hand at roughly waist-height which looked as though it was beckoning.