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Edinburgh Castle

The spectre of a drummer, sometimes mentioned as lacking a head, has been observed, although the sound of drumming is more often heard than the ghost is seen. A piper who disappeared after being ordered to search a tunnel that ran from the castle to the end of the Royal Mile can still be heard playing his instrument. A ghostly hound haunts the battlements; its earthly body was buried in the pet's cemetary. Also, ghostly prisoners are reputedly still seen in one of the vaults where laughter and groans have also been heard. The Lady of Glamis, Janet Douglas has also been observed in the castle; she was executed here in the 16th century for her part in a conspiracy to murder King James V. Additionally, spectral cats and the sounds of horses thundering over the bridge are to be encountered too.

Link: The Scotsman

Update 1/9/20: Events Officer Laura Shaw informs me, "Anecdotally in recent years a few members of staff have spoken of encountering an apparition in the Palace Bock or heard unexplained noises in the David’s Tower area. Occasionally we also get members of the public relaying what they have seen." She also said that none of these are recorded in any official way however or included in any of our publications and that some of the stories (she cited headless drummer boys and lost pipers) are Victorian creations.

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