Yup,
I have read that. He wanted to come back and contact his wife. Every year on Halloween, the anniversary of his death, people still line up at his grave, waiting to see if they can catch a glimpse of him. THey actually have an official Houdini seance ever year, his wife, Bess, hosted it the first 10 years after his death.
I am a big fan of Harry Houdini, my Chinchilla is named after him!
Try this link, it is a pretty fun one:
http://www.geocities.com/Broadway/Stage/3487/houdini.html