Russia
Investigation Summary
Mikhailovsky (Engineers') Castle in St. Petersburg was the fortified residence where Emperor Paul I was assassinated in March 1801, only weeks after moving in. According to long-standing local legend and a 19th-century tale by Nikolai Leskov, his ghost is said to wander the halls with a candle, and attendants have reported unexplained footsteps and noises.
Recorded by PRN as a reported/folkloric case — historical context, not proof.
Photo: Godot13, CC BY-SA 4.0, via Wikimedia Commons