Isn't terribly frightening, but it's the creepiest thing to happen to me in my short 20ish years of life.
I work in an adult store that is inside a really old building. The original hardwood floors are in there, over a century old. No one who works there has been able to find info on it from before the early 1920s, back when it was a junk store. There's an apartment complex upstairs that has had a history of suicides and natural deaths. The residents are mainly old alcoholics.
We have a basement, but it has an alarm on the entry. There has been some incidents of homeless people breaking into the basement. One day, our company's maintenance guy was in the back break room (where the entrance of the basement is) when he felt like someone walked into the room. He turned around and saw some redheaded woman walking down the stairs into the basement. He started after her, asking who she was and what the hell she was doing, but when he looked down the basement stairs, it was empty. The motion alarm was set, but didn't go off like it should have.
Many of my coworkers claim to have had various experiences with the redheaded lady. When I started working there, I worked the graveyard (12 a.m. to 8 a.m.) shift. Weird stuff happened to me fairly often. One of the front doors swung open on its own pretty regularly, weird footsteps in the back all the time, and quite often products would fall off the walls/shelves. I'd go to put them back and they'd be a good foot from the wall. The thing that made it really eerie was something my coworker (who also worked the grave shift) said. She had been working grave at this store for about three years and said that the redheaded lady had never been this active until I started.
After 6 months on graveyard, I moved to day shifts (8 a.m. to 4 p.m.) Repeat the weird ghost lady shit. My day coworkers said she had never done anything during the day before I came to the shift. The past two or so weeks, I've been covering some 4 p.m. to 12 a.m. shifts due to a lack of staff. Again, she has been fucking with everyone way more than before. One of our new girls has seen some of the freaky shit I have. Seems she's latched on to the two of us.