I have lived in Warrensburg for all of my life and the Devil's Elbow Bridge is real.
The story is that if you stand at the North end of the bridge at a certain time at night, you will see a man with red eyes standing at the South end of the bridge mimicking your movement.
Now I never personally experienced this myself, but a buddy of mine and I went down there to do some catfishing around 11:00 p.m., and as we were getting our gear out of the car, rocks one at a time started hitting the car in 5 to 10 second intervals.
When we went to check it out with flashlights, and a big knife, there was nobody.
We looked under the bridge and everywhere. Nothing or nobody was there. As we walked back to the car, we then started to be pelted with rocks. Needless to say, we were pretty spooked, so we left but if you really want to see a haunted place in Warrensburg, check out Cave Hollow at night.
Weird stuff always happens there.