According to Brooks, Banningham Rectory is haunted by the ghost of Henrietta Nelson. The haunting is said to be connected to a portrait of the aforementioned lady, which the owner has at the Rectory. Henrietta died at Yaxley Hall in Suffolk on 4th April 1815, and it is claimed that the haunting started there when her remains were disturbed some 30 years following her internmnt in the mausoleum there. Wherever the portrait has gone, it is alleged that Henrietta moves with it.