Just feast your eyes on the romantic ruin, and I think you'll agree that it takes very little imagination to conjure up a host of ghostly goings on that might take place here.
The castle was one of the stone citadels constructed by William the Conqueror in the years after 1066 when he and a comparatively small number of Norman knights tried to keep the entire population of England under control. I've written about its history and that of its doyenne, Lady Mary Bankes here: Corfe Castle and Lady Mary's Last Stand.
Over the years there have been reports of lights flickering in the ramparts after dark when the grounds have been closed. Were the last members of the small Royalist garrison who held out for so long under the leadership of Lady Mary were wearily checking their defences in the dead of night?
However, the most persistent phantom is a headless lady dressed in a long white gown, who is said to come down from the castle to the bridge below the ramparts, shimmering in the moonlight. Those who see her describe being transfixed in a shivering, shaking fit, chilled to their marrow by her unearthly shadow, until she drifts off and disappears into thin air.
Many hold to the view that ghosts are more likely to haunt the boundaries, the in-between places like bridges and cross-roads, where they find a resonance with their own state, trapped as they are between the worlds of the living and the dead. And whether you believe any of this or not, you have to admit that it makes a stonkingly good premise on which to build a brilliantly scary story!