And then there's the old Willard Library in Evansville which is supposedly haunted by "The Gray Lady". Willard Library was the closest library to my house in Evansville and I went in there all the time. It's a beautiful building and I must admit a bit creepy but I never saw anything unusual.
Many others HAVE though. So many people in fact that the Sci-Fi channel's Ghost Hunters made a special trip to Evansville to investigate the ghostly activity. They really didn't find much though.
The Discovery Channel was also there, but I can't remember what they said they found, if anything. Web cams have been installed at the library and people all across the world watch them to see if they can spot the Gray Lady. Several convincing image captures have been posted on the library's website, so who knows really?
http://www.willardghost.com/?content=ghostcams