Sue Demeter-St Clair of PSICAN (Paranormal Studies & Inquiry Canada) has written a long article on the famous sightings of an apparition at Cheltenham in the 1880s.
A summary of the case can be found in the Psi Encyclopedia, together with a pdf of the original report in the SPR Proceedings, 'Record of a Haunted House' by R. C. Morton [Rosina Despard]