The Cresent Hotel in Eureka Springs, Arkansas, is pretty famous for ghost sightings. We went there last October and though I didn't see any ghosts, a buddy of mine showed me a weird configuration on the digital screen of his camera. He would take a picture but it wouldn't show up.
These are not my photographs so I can't claim they are real.
http://www.crescent-hotel.com/ghosts/photos.htm
In the 1930s, a man named Norman Baker used the building as a cancer ward. He advertised miracle cures but was really in it to make money. He would have patients write a series of letters when they would first arrive. He would then mail them to the patients' homes on a weekly basis after the patients would die. This technique made it possible to keep billing the hopeful families.