The Border Telegraph's list of Borders hauntings says the ghost of Margaret Hay, the first Duchess of Roxburghe, who disappeared under mysterious circumstances, is said to have been heard sobbing in the Long Gallery. Separately, The Castles of Scotland says the house is haunted by the ghost of a gardener, who is experienced rather than seen, outside the main entrance.
Neither claim comes with a date or a named witness, and I could not confirm the disappearance from another source. Floors Castle stands beside the Tweed and is the home of the Duke of Roxburghe.
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