The Wikipedia article on the palace says it is reported to be haunted by the spectre of Mary of Guise, mother of Mary, Queen of Scots. Mary of Guise married James V, and their daughter was born at Linlithgow in 1542. The Fairy Tale Traveler notes that these stories rest on atmosphere and cite no formal paranormal research.
The Castles of Scotland lists the reports: a White Lady, said to be Margaret Tudor or Mary of Guise, accompanied by a smell of perfume, and an apparition of Mary, Queen of Scots seen praying in the chapel. A further account says a woman in white brings a drop in temperature before she appears. None of these has a date or a named witness.
The palace is a ruin in the care of Historic Environment Scotland.
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