Here are some haunted locations all around the world.
Haunted Locations

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The Alamo - San Antonio, Texas, USA
The earliest reports of ghosts at this location was when the Mexican general Santa Ana ordered the mission destroyed. The spirits of the monks who died there are said to have reached out of the walls and threatened his troops. To this day there are occasional sightings of spirits and fantastic creatures coming out of the walls.
There is also a legend of six ghosts that defended the Alamo from destruction, one taking the form of a colossus with fireballs in each hand. A depiction of this event is carved into the monument on the other side of the Alamo plaza.
Other spirits have been reported in the plaza in front of the Alamo. It is believed this is because so many people died, were buried, or burned in this location. Almost 1,000 documented during Spanish rule. Possibly thousands more since.
The ghost of a woman who was killed by lightning outside the Alamo is sometimes seen walking across the plaza.

Alcatraz - San Francisco, California, USA
Considering the number of prisoners housed here, and the island's history, it is not surprising that some people believe the prison to be haunted. Some have said that they heard clanging noises, screams, whistles, running footsteps, a man's voice, and even banjo music in the shower.
Cell 14-D was supposedly used for solitary confinement, and it is said that it stays cold even on hot days. However, it would seem that the building's construction and the island's geology could easily be responsible for that. Cell 12-D is also supposed to harbor a particularly active spirit.
It is said that some of the prisoners back to the 1800's complained about being attacked by ghosts. These pleas were reportedly ignored.
It is claimed that on at least one occasion, a prisoner sent to "The Hole" (solitary confinement in cells 9-D through 14-D) saw glowing eyes in the darkness. He was allegedly found strangled to death the next morning. The following day during a lineup, the guards counted one too many prisoners. The extra figure was the form of the deceased inmate who vanished as the prisoners and guards looked on.

The Ashton Villa - Galveston, Texas, USA
I have personally been here. Although I didn't see a ghost, it is still a beautiful home.
Ashton Villa is often called the "most haunted building in America."
The ghost of Bettie Brown has been seen standing in the Gold Room, standing at the top of the staircase, and heard playing the piano at one of her famous music recitals.
People on tours have reported feeling a presence joining them on the tour.
A chest of drawers purchased in the Middle East stands in Bettie Brown's dayroom. It reportedly locks and unlocks spontaneously even though the key has been missing for years.
Ceiling fans have been known to turn themselves on.
One bed refuses to stay made. No matter how many times a day the sheets are straightened, they end up rumpled anyway.

The Caldwell County Historical Museum - Lockhart, Texas, USA
Some visitors say there is a great sense of sadness that permeates the top three floors of the building. Those who claim to be sensitive to psychic events say it can be suffocating.

Cinderalla's Castle - Walt Disney's Magic Kingdom, Florida, USA
It is said that a ghost can sometimes be seen in the crowd walking around the outside of the castle. It appears as a blurry tan figure.

Esperson Buildings - Houston, Texas, USA
The ghost of Mellie Esperson is said to roam the "Mellie" building. The elevator malfunctions and employees say they feel "watched."

Fairmont Banff Springs - Banff, Alberta, Canada
It is said that a long deceased bellman named Sam is still helping guests with their luggage and giving them other assistance, especially on the ninth floor. When Sam's duties are concluded he vanishes.
It is said that the ghost of a young bride inhabits the castle. According to legend, on her wedding day she was descending a staircase when a gust of wind from an open window moved her train, causing her to trip and fall to her death.
Visitors say they still see a vision of a woman in a white wedding dress descending the staircase, or dancing in the ballroom.
There are also reports of unexplained gusts of wind startling visitors on the staircase.

Fairmont Empress Hotel - Victoria, British Columbia, Canada
In 1987 a guest reported seeing a little girl watching her in the night. The girl floated across the room.
There are several reports of a maid dressed in a period uniform cleaning on the sixth floor.

The Foshay Tower - Minneapolis, Minnesota, USA
Security guards report seeing an apparition in the form of a man's shadow that darts around corners. It is unknown if this is the ghost of Wilbur Foshay.
Sometimes the elevator that goes to the 30th floor will stop on its own. People joke that it is the ghost of Wilbur Foshay getting on.

The Great Wall of China - China
The ghosts of many warriors who patrolled the wall are said to still man their posts today.

Hotel Queen Mary - Los Angeles, California, USA
Many ghosts haunt the halls and rooms of the ship. Hotel Queen Mary holds more ghosts then most other haunted architectures.

Mission Espada - San Antonio, Texas, USA
A spirit in the form of a huge vicious dog is said to roam the grounds and menace visitors. This same spirit form has been reported at other San Antionio mission sites.

Mission San José - San Antonio, Texas, USA
Some say on moonlit nights the image of a Franciscan monk can be seen walking the mission grounds. Some say they have seen him headless.
The ghost of an elderly parishoner is said to sometimes talk to people in the church.

Mission San Juan - San Antonio, Texas, USA
Some people have reported seeing the ghost of an indian man in the church. This same spirit has been seen at other San Antonio mission sites.

Music Hall - Cincinnati, Ohio, USA
It is said that Music Hall was built on top of a potter's field (unmarked cemetery for poor people). A number of strange incidents have been reported here.
A janitor says he once heard the voices of many angry people whispering at him.
The voice of a woman singing was once heard when the building was supposed to be empty.
Several workers once followed the sound of laughter and found spirits dressed in period clothing dancing.

Ontario Legislative Building - Toronto, Ontario, Canada
A ghost has reportedly been seen descending the grand staircase.
Apparitions of three women have been seen -- one in a white gown with long, streaming hair; asecond wearing a checkered dress that covers her head; and a third hanging from a hook in the basement.
A ghost has reportedly been seen in the Legisaltive Chamber.
The figure of a man has reportedly been seen wearing a soldier's uniform.

The Pyramids of Giza - Egypt
Unknown spirits are said to haunt the great pyramids.

Saint Louis Cathedral - New Orleans, Louisiana, USA
Adrien De Pauger died before his building is completed. Before he passed away, he asked to be buried in the building. Now, he still walks the halls of the cathedral.

Stonehenge - Wiltshire, England
This location is said to be haunted by the devil himself. Legend has it that if you disturb him you will be cursed into stone.

Texas State Capitol - Austin, Texas, USA
This area was haunted long before the capitol was built. It is said that the ghosts of an indian scout and his lover have been seen on the grounds.
The ghost of a person who reportedly committed suicide at the capitol in the 1980's is sometimes seen in the rotunda.

The Tower of London - London, England
The Tower of London is considered one of the most haunted places in Britain, as well as the world.
The ghost of Thomas A. Becket first appeared during construction of the Traitor's Gate in the 13th century. A priest saw him striking the gate with a crucifix, causing it to collapse.
It is said that the headless ghost of Anne Boleyn walks the corridors of the White Tower.
The ghost of Anne Boleyn has also been seen moving from the Queen's House to the Chapel of Saint Peter ad Vincula. Once at the chapel, she reportedly moves down the aisle to her grave under the altar.
It is said that the ghost of Catherine Howard screams for help in the corridor in front of the room where she was kept before being executed.
Ghosts have been seen reenacting the death of the Countess of Salisbury. The spirits relive the time when she refused to put her head on the chopping block like a common treasoner and was chased around the tower grounds by the executioner chopping bits out of her with his axe. Specifically, she was hewn to death.
The ghosts of 12-year-old King Edward V and his 9-year-old brother Richard Duke of York have also been seen in the Bloody Tower wearing white gowns.
The ghost of 16-year-old Lady Jane Grey has been seen on the battlements on the anniversary of her husband's beheading.
Phantom funeral carriages have been seen on the grounds.
A phantom squad of soldiers has been seen marching on the grounds.
The ghost of a woman in mourning garments (possibly a "gray lady") has been seen. There is a black void where her face should be.
Unknown foggy apparitions have been seen on the battlements.
It is unknown what haunts the Salt Tower, but it must be pretty bad since some say dogs refuse to enter. The ghost of Sir Walter Raleigh haunts the Queen's House near where he was imprisoned. There are always ravens at the Tower. They are cared for by the Beefeaters. It is believed that if the ravens ever leave the tower, England will perish.
The reason why this building is so haunted if probably because so many people were executed there. Yep, the Tower of London has a very bloody history...

Tremont House, Galveston, Texas, USA
It is said that the third and fourth floors are haunted by a survivor of the Great Storm. Some say they can hear a ticking noise, as if from an old pocket watch.

The United States Capitol Building - Washington D.C., USA
The ghost of a worker killed when he fell from the dome while building the Capitol has been reported floating around the rotunda carrying a tray of tools.
The ghost of a worker sealed alive into the walls of the Capitol has been reported in the Senate chamber.
On one occasion, a guard reported that the statues in the rotunda came to life and moved around the room. (Me? I personally think he was drunk.)
The sighting of the spirit of a black cat in the basement has been known to precede national tragedies like assasinations and stock market crashes. The same things is said of a spirit cat in the basement of the White House. It is unknown if this is the same phantom, or a confusion of the tales.

Vilnius Cathedral - Vilnius, Lithuania
King Mindaugas, who was baptized here, now lurks the halls of the cathedral.

The White House - Washington D.C, America
The White House has long been known for its distinguished cadre of ghosts. Among them, the most famous is spirit of President Abraham Lincoln who has been reported a number of times in and in the vicinity of the Lincoln Bedroom.
It is said the ghost of President Harrison can be heard in the attic.
The ghost of President Andrew Jackson has been repeatedly seen in one of the bedrooms.
The ghost of First Lady Abigail Adams has been seen walking through the halls with her arms outstretched, as if carrying something. She has also been seen making motions as if doing laundry.
The sighting of the spirit of a black cat in the basement has been known to precede national tragedies like assasinations and stock market crashes. The same things is said of a spirit cat in the basement of the Capitol Building. It is unknown if this is the same phantom, or a confusion of the tales.