A monk in a grey or black habit seen in the ruins and a "White Lady" observed on the top of the keep have been reported, as have footsteps and a lady sobbing and lights in the chapel. A spectral woman in a black dress has also been seen walking down the bank from the keep. A loud bang, a groan, a breathing sound and someone being grabbed on the shoulder are some of the other phenomena reported here too.
Update 28/11/21: Staff at the castle responded to my query with a detailed document. In summary, it says that there are legends of a white lady, seen roaming around the battlements; the document says that most members of the public who have seen her walk out of the chapel and disappear in the middle of the bedroom, perhaps climbing into an invisible bed..? However, stories - and description of her colour - varies (some stories say that she is actually grey). It is claimed that she is Maud Countess of Cambridge, who was the last resident of Conisbrough Castle and died of natural causes somewhere around 1461 to 1464. She is supposedly buried at Roche Abbey but no one seems to know where. However, some 'local legends' regarding the 'White Lady' say that she was pushed from the battlements to her death.
In 2006, a worker at the castle was taking an educational group on a guided tour and he directed the party to the roof while he headed to a doorway leading downstairs from the bedroom level. As the author of the piece said, "At the side of the door was a bench upon which a teacher was sitting. As I passed her she grabbed my tunic - at that time we took tours in medieval costume - and asked me to wait till the kids had gone. A few seconds later there was just her and me in the room. I asked her if everything was alright and she replied that she had seen a woman dressed in the same style as me, medieval, walk across the doorway to the chapel a couple of times while I had been talking. I said that I hadn’t seen anyone in all that time but she was very insistent that ‘someone’ was in the Chapel. I went in to have a look and found the Chapel to be empty. I told the teacher the room was empty. Now, normally, I take things people say about ‘seeing’ the ghost of the Castle with a pinch of salt. However, when I actually looked at the teacher she was obviously scared and in distress at what she’d seen and was visibly shaking quite badly. In fact she was so bad that I had to physically help her down the stairs and down to the Visitor Center. Once in the Visitor Center she sat in the education area for the rest of the day and wouldn’t talk to anyone. She was also extremely pale and is the only occasion I can actually say I’d seen someone who 'looked like she’d seen a ghost'."
In the remainder of the document, the author mentions footsteps being heard on occasion while locking up at night but no one was in the castle upon investigation and on two occasions, people in the village have seen a flickering light like a candle or lantern at night after the castle was closed. Police were actually called to investigate potential intruders.
In 2003-4 the castle was the venue for a 'weigh in' for a boxing match. The equipment used was set up 24 hours before hand to allow it to acclimatise to the ambient conditions in the castle; however castle staff informed the promoters that the ghosts wouldn't like the presence of the equipment - and so it transpired. It was only after much coaxing the next day that the apparatus worked but it would not weigh properly at all. The main and spare cameras were uncooperative, too. Once the equipment was moved from the keep to the visitors centre, it worked perfectly.
A staff member preparing for an educational visit found herself locked into the staff room and she thought it was a prank. Despite being told that everyone was in the visitor's centre, she initially could not believe it and was only satisfied when all the staff went out of the centre and stood outside so that she could see that no was in the vicinity. She never changed costume in the staff room again, preferring to use the toilets!
On a ghost hunt, a pair of red glowing eyes (about the same height from the ground as a small dog) were seen on the landing at the top of lodge stairs by a staff member and others; this lasted for 30 seconds. In the same building on a different occasion, a "clatter" was heard on the stairs and when the eight strong team (including the previously referenced staff member) checked, an empty box was found. There was no one else in the building and there was no box on the stairs when they had entered.
A visitor on the spiral staircase about 2002 felt a "hot sensation" of a hand clamp round her ankle. She could even feel the individual fingertip pressure and somewhat alarmed, she screamed and jumped back down the stairs, making a hasty exit. She never set foot on the castle grounds again.
However to summarise, it seems clear that nothing has been reported recently.