Jedburgh Castle is no more, having been demolished in 1409. However, it's ghost story pre-dates this and is possibly one of Scotland's oldest supernatural stories. In 1285, a wedding between King Alexander III and Iolande of Dreux was taking place at the castle, when it was interupted by a shrouded figure wearing a hood and mask. It was believed to have been a portent of death, as the King died 5 months later in a riding accident.
Jedburgh Castle Jail is now a museum that gives visitors a taste of what life was like in an 1820s prison, whilst also telling the story of the Royal Burgh of Jedburgh.
Jedburgh Castle,
Castle Gate,
Jedburgh,
TD8 6AS.
For further information, please read Britain's Haunted Heritage by J.A. Brooks.