I've had a couple of ghost related experiences some years back.
As a student we went on a field trip staying in an old school which was in an old stately home. We were working in the old stables one evening and needed some papers from the main house, which I went to get. It was in a big room about 8 -10m across. When I got there, the lights wouldn't work, but I knew there was another light switch for a different set of lights on the other side of the room. As I walked across the room the large heavy door behind me slammed shut - so I ran like heck, scrambling over furniture in the pitch black to get out. No-one really believed what I said when I ran back, but when someone else went back to the room to get the stuff I'd left, the lights were on, right up until them getting halfway across the room, then it all went out again. The house was empty and I'd have heard anyone around or anyone following me to the room.
I used to work in an old manor house and often used to be first in in the morning. Several times I'd hear footprints on the old, boarded up stairs next to my office. One morning I heard a woman cry out - we were a long way from a road and there were no footpaths. I was so convinced someone was in trouble that I searched the whole building top to bottom and the external perimeter - nothing.
There was a similar house owned by the organisation up the road. The staff based there refused to work after dark because the heavy old fire doors would crash open and closed at night. Security also wouldn't do single crewed patrols or go into the building at night, partly because of the activity and partly because they'd seen the spectre of a child.