The 10 Most Haunted Places in Europe

"Located near Nekselø Bay, the much-rebuilt medieval castle is believed to be haunted by the many figures who were imprisoned there, including James Hepburn, Earl of Bothwell — the third husband of Mary, Queen of Scots — and the last Bishop of Roskilde, who had owned the castle before being ousted of his title during the Protestant Reformation. Paranormal encounters often occur with two women: the White Lady and the Gray Lady. The former is believed to be the ghost of a young girl who was imprisoned in the castle after her father found out she was pregnant and the latter is said to be that of a servant who died shortly after complaining of a mysterious toothache." - Travel + Leisure Editors