Not sure about the origin of the "shoe in the wall," but know of several other
"things."

A friend of mine sealed an old rusty handgun in the wall of his house when
constructing a fire place. He said he thought it would provide a bit of a
mystery to those finding it in the future.

I took a bad fall while working on an addition to my house some years ago. I
made three trips to the doctor before they found all the broken bones! When
the healing was finished and I was putting some finishing touches on a closet
wall, I sealed all the splints in the wall with a note for the future
renovators. Les