Hatfield House was built in 1611 by Robert Cecil, First Earl of Salisbury and Chief Minister to King James I and has been the home of the Cecil family ever since. It is a prime example of Jacobean architecture and is currently the home of Robert Gascoyne-Cecil, 7th Marquess of Salisbury. The house is open to the public. An apparition of a woman and that of a coach and four, which drive through the front door and up the stairs, reputedly haunt it!
For further information, please read Haunted Britain by Antony D. Hippisley Coxe.