It is commonly believed that people becomes ghosts after their death if they had experienced something that would keep them here on earth - like an execution. Therefore it is not strange that Mary, Queen of Scots should also return as a ghost long after her execution.
At Tutbury Castle many visitors have seen her ghost wearing a white gown - the number of witnesses is very unusual in cases of "ghost sightings". In another incident - still at Tutbury Castle - she has been seen walking across the grass - this time wearing a black dress.
After her terrible execution, Fotheringhay Castle was no longer inhabited. The original wooden staircase was built into what is now Talbot Hotel. It was this very staircase that Mary walked down on the day of her execution - it is also here that her ghost has been seen most at her last location.