TLDR
Built in 1796 by John Brown, Kentucky's first U.S. Senator, Liberty Hall is one of the finest Georgian mansions in the state. It's now a historic site and museum open to the public.
The Full Story
The "Gray Lady" is Kentucky's most famous ghost. Margaretta Varick came to visit her niece in 1817 but died just three days after arriving. By 1822, family members reported seeing "old Aunt Varick" in ghostly form. In the 1880s, Mary Mason "Mame" Scott awoke three nights in a row to find a tall, gray-veiled figure at the foot of her bed. A 1965 photograph captured a vaporous figure on the stairs. Two other ghosts - a Spanish opera singer who vanished in the garden in 1805 and a British soldier from 1812 - also haunt the grounds.
Visiting
Liberty Hall is located at 202 Wilkinson Street, Frankfort, Kentucky.