The White Lady of Haapsalu
Each August, when the moon is full, the ghostly figure of a woman in white mysteriously appears on the window of the Bishop's Castle. Legend holds that long ago a young priest was having a secret affair with a local woman, and would sneak her into the castle dressed as a choirboy. When they were found out, the woman was sealed up alive in the castle wall as punishment. Before you declare this an X-file, consider that the common belief is that either an architectural quirk causes the moonlight to bounce in just the right way, or that the Dome Church's designers were pulling a colossal prank. In either case, Estonia's most famous ghost story is a town trademark, and the White Lady Days festival is timed to coincide with the woman's annual appearance.
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