Found this little article while perusing through teh interwebs...
Edison was of a scientific mind and at the turn of the century, the supernatural and paranormal was all the rage (sound familiar?). He theorized that if communication was possible with the dead, then it should be done by scientific means. It is legend that he was/had been working on/had made a "ghost radio", a device that was able to pierce through to the next plane and allow those bygone to communicate. Unfortunately, the prototype has never been found and the schematics aren't around either.
Whether or not Edison had indeed constructed/planned out this device went with him to the grave. The stuff of urban legend and conspiracy theories are made of such as this. For a little more insight, click here for another (bit more up to date) article.
And here's a scary@$$ ventriloquist dummy picture thrown in for good measure.