Based on an extended process model derived from attribution theory, we hypothesized that pervasive and persistent delusions of the paranormal are characterized by the existence of a positive (self-reinforcing), rather than a negative (self-correcting), feedback loop involving paranormal beliefs, fears, and experiences, as moderated by gender and tolerance of ambiguity. A cross-cultural sample of "international" students who reported poltergeist-like experiences showing high fear of the paranormal was identified. As in earlier research, path analysis showed statistically significant and positive effects of belief on experience and/or fear on belief. However, paranormal experience now had a positive effect on fear as well. Thus, as predicted, increased fear removes the option of neutralizing ambiguous events by labeling them as "paranormal." Although female subjects showed significantly greater fear of the paranormal than male subjects, there is no evidence that the nature of the delusional process is gender specific.