The Grey Lady is a well-known ghostly figure often associated with various legends and folklore. She is typically described as a woman dressed in grey, appearing in historical locations, particularly in castles and old buildings. Many stories suggest that she is a spirit of someone who experienced a tragic fate, wandering in search of peace or closure. In popular culture, the Grey Lady has been featured in numerous books, movies, and television shows, contributing to her mystique. Locations like Edinburgh Castle and Hampton Court Palace are famous for reported sightings of her apparition, making her a subject of interest for both ghost hunters and historians alike.