The former private eye, who used to solve arsons and theft rings for a security firm, is now a senior research fellow at the Committee for the Scientific Investigation of Claims of the Paranormal, or CSICOP.
His job: unravel the unexplained, debunk the deceptive, unmask the hoax.
Nickell, 58, joined CSICOP in 1995 after a career that also included stints as a professional magician and professor of English at the University of Kentucky. CSICOP, based in Amherst, N.Y., encourages the critical investigation of paranormal and "fringe-science" claims from a scientific viewpoint.
Snooping after ghosts and aliens is harder than ordinary sleuthing. "If we had a crime scene, we would have an actual body or actual blood and we can test for fingerprints," he said.
Nickell says he has investigated some 40 cases of paranormal phenomena such as ghost sightings and alien abductions - without finding a smoking ghost, so to speak. Although still fascinated by reports of the supernatural, he says he's found no credible evidence to support its existence.
"The question is whether we can find evidence that makes up for the unlikelihood of ghosts based on everything we know about science and nature," he said.
In his 2001 book "Real-Life X-Files," Nickell writes that many of the claims he investigates are hoaxes, and others are simply hallucinations or anomalies that can be explained naturally.
Having duped many people with magic tricks, Nickell can spot frauds or replicate some of the mysteries he examines. He's walked on a bed of hot coals; knifed himself to induce stigmata (wounds on the hands, feet and side that some believe simulate those suffered by Christ during the crucifixion); done psychic readings; and reproduced Kirlian photography (anomalies such as blurs found on photographs, which some believe are ghosts).
All of this makes him a killjoy of sorts for the 38 percent of Americans who believe in ghosts, according to a 2001 Gallup Poll.
Merrill McKee, president of the Northern New York Paranormal Research Society, is one of the believers.
"There are too many reportings, too many sightings," he said.
McKee's says his own investigations, which rely on electromagnetic field detectors and laser thermometers, have found evidence of unexplained phenomena.
Like any good detective, Nickell approaches each case with an open mind.
"I try not to have my mind made up and I try not to have an answer in advance," he said.
One purported miracle Nickell recently investigated was the case of a glowing Virgin Mary statue at a church in Ohio. The glow actually was caused by gold leaf that was put on the statue's eyes, heart and halo in the 1970s, Nickell says. The eyes and heart glowed more brightly, he says, because heavy rains had washed away dirt or a chemical reaction had occurred.
Despite such explanations, Nickell says some people still wanted to believe the glow was a miracle. "Many believers base their arguments on emotional, rather than rational thinking," he said.
During a recent tour of reputedly haunted pubs in New York's Greenwich Village, Nickell, like a modern-day Sherlock Holmes, jotted down notes as Marilyn Stults, a tour guide and historian for Street Smarts N.Y., explained the legends.
One involves the ghost of Aaron Burr, the early 19th century vice president best remembered for his deadly duel with Alexander Hamilton. Burr once had a carriage house at the site of the restaurant, now called One If By Land, Two If By Sea.
"Things happen all the time there," Stults said.
Nickell, ever the skeptic, had a different explanation.
"Maybe," he said, "ghosts just don't like me."
By Chaka Ferguson