Drumlanrig Castle is situated on the Queensberry Estate. It is a category A listed castle and is the Dumfriesshire home of the Duke and Duchess of Buccleuch and Queensberry. The castle was built between 1679 and 1689 from distinctive pink sandstone, and has earned the nickname of the 'Pink Palace'. It is open to the public on certain days.
According to Coxe, the castle is haunted by the ghost of one Lady Anne Douglas, who walks around with her head in her hand.
Pictured left is Drumlanrig Castle front entrance courtesy of Lynne Kirton.
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For further information, please read Haunted Britain by Antony D. Hippisley Coxe.