Henry's 5th wife
Catherine was locked up in Hampton Court prior to her beheading for adultery in 1542. One day she supposwdly excaped and in desperation ran along the 40-foot galery to pound on the king's door and beg for mercy. Sightings in this gallery of a running, screaming apparition have been reported for centuries; in fact, so many people, from staff to visitors, have reported encounters with Catherine Howard's ghost in the "haunted gallery" at Hampton Court that psychologists from the University of Hertfordshire conducted an investigation to see if they could find a scientific explanation for the phenomenon - not surprisingly, the results were inconclusive. (found on internet, not genealogy-related but it's a kind of cool story!)