Let's see if this can fit the bill.
The Drury Lane in London has long been considered the world's "most haunted" theatre.
Among its many ghostly denizens was the so-called Man in Grey. He enjoyed a respectable career by ghostly standards, being first seen during King George I's reign and last seen in 1960. He was described as a tall, stern-faced man with a dignified expression about him. He was wearing a long grey cape, tall riding boots, a wig, a plain tricorn hat and a had a sword by his side.
All he did was appearing out of the first gallery wall and walk right into the opposing wall. If someone tried to confront him he just disappered into thin air, only to reappear on the other side.
In 1840 (or 1840, the sources vary) the body of a murdered man was allegedly found behind the wall whence the Man in Grey used to appear by workmen remodelling the building.
It has often been alleged that this man was murdered during Queen Anne's reign and hidden there but it's probably incorrect: while the Drury Lane was built in 1663 during King Charles II's reign, it has since been completely rebuilt three times. The present building was opened in 1812 after the previous one burnt to the ground in 1809.
According to traditions the body was given a proper burial... yet the Man in Grey continued his visits to the theatre until he finally disappeared in 1960.
Some writers (for example Frank Smyth) the man in Grey was "triggered" by particulary gifted individuals working in theatre. The last "trigger" is suspected to be the acclaimed critic W.J. McQueen Pope, an habitual presence at the Drury Lane: he had a great knowledge of theatrical history and was a strong "supporter" of the Drury Lane's ghosts. A few days before McQueen Pope died, in 1960, the Men in Grey paid his last visit to the theatre.
But it wasn't the end of the mystery.
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Fas: Ite, Maledicti, In Ignem Aeternum.