1) Ballygally Castle, Ireland
If this were a list of most picturesque European castles, Ballygally would be a top contender, it is beautiful and the piece of land it sits on overlooks the sea at the head of Ballygally Bay. Half a century ago, the owners added a wing that is used as a hotel.
The history of Ballygally Castle is as rich with tragedy as you might expect a haunted place to have. Legend is that Lady Isobel Shaw either fell or was shoved out of the window of her room after being locked in it, away from her new baby, and starved. Apparently her husband was a real prince charming who just wanted an heir from her.
Now she roams the halls freely, knocking on doors then disappearing, in search for her baby.
There is a little room in the corner turret called the ghost room, that guest are not permitted to stay in. Guests have reported things like feeling a small hand on the back while resting, then the sound of children laughing and running away. Things being set askew, and feelings of uneasiness in certain areas.
Ballygally is lovely and likely worth the risk of a shock, but beware of ghosts because you are a guest in their home after all.