I found this story in Beachcombings Bizarre History Blog, and thought it was just daft enough to retell here. The author didn't provide a citation for the original article, and only said that it was in the 1840s, so I'm not going to quote anything directly.
So, 1840s, London: thousands of people congregated in the Westminster Abbey churchyard around midnight, causing a general ruckus. Upon inquiring what was going on, the original author of the article found out what had happened.
There was a young, beautiful woman living in the vicinity of the Abbey with her sister. Her sister went out, leaving the woman alone. The woman noticed a gentlemanly-looking man outside the house, who beckoned her. She opened the door and he told her he'd been watching her for two hours. This is the part where you slam the door in his face, but instead she continued to talk to him. He asked her if she knew him, she said no. They shook hands, and he says, "Do you know what you have done?" And she, being obviously confused, said, "I have done no harm." He turned around and walked away.
Okay, this is a totally creepy exchange, but nothing bad actually happened. When the sister came home, the woman told her what had transpired. The sister's first reaction is, "Oh my god, you have sold your soul to the Devil, unknowingly." Because . . . uh . . . valid reasons. Oh wait, there was ZERO REASON for her to jump to that conclusion.
So the woman freaks out, thinking she had made some sort of horrible, unwitting bargain. And what does the sister do? SHE TELLS EVERYONE, and the tale gets completely altered, as extreme gossip tends to do. It goes from, "Oh, that girl in that house had a really odd exchange with someone who knocked on the door" to "That girl in the house is a prostitute who sold her soul to the Devil for 4 shillings and 6 pence, and she is to deliver herself to his Satanic Majesty in the churchyard of Westminster Abbey at midnight so the bargain can be consummated."
So everyone was there to see her have sex with the Devil. People who didn't go to the churchyard, but instead stayed around the woman's house to watch her leave claim that as soon as she did, an unearthly flame illuminated her bedroom and left behind the scent of brimstone. Whether or not the girl actually left is unknown, but if she did leave, she certainly didn't go to the churchyard. People waited until about 2 a.m. before realizing they weren't going to get to see any infernal porn that night, and then everyone went home.