While I was writing my book on Russian Imperial Palaces, we dined, my editor and I, in Saint Petersburg with a handful of curators from the Hermitage.
As always, a Russian-style diner, very joyful with lots of drinking, and, also in Russian-style, the conversation soon fell onto one of their favourite subject: ghosts. And so the conservators recounted that in the little theatre of the Hermitage, noises of the heavy boots of an invisible rider would often be heard walking on the ground. All agreed that it was the ghost of Peter the Great, founder of the city.
But, even more touching, recently, the soldiers assigned to the night guard at the Palace, and especially near a service staircase situated not far from the byzantine section that we had visited in the afternoon, all asked to be removed from their station.
Their officers were surprised, as being a night guard in the palace was a sinecure: one was well fed, kept warm. None would give an explanation. Their officers threatened to have them shipped of to some garrison in the province. Too bad, they would all say, anything is better than staying in this service staircase. Finally, one of them confessed, and, since, the rest followed suit.

Each in turn, they saw a ghost. They were convinced so, as its shape was not perfectly clear, it would make no noise, appear and disappear in incomprehensible ways. And so they would describe him with great precision:Palais Russie_hermitage_muséeul_ghost_last_Tsar_Michael_of_greece

It was a man still young, not very tall, bearded, with an extremely soft gaze. He wore an ancient uniform and medals. He seemed to come out of the wall, go down one floor and disappear again in the partition. Although he was completely harmless, this apparition would deeply unsettle the poor soldiers.
The curators asked them precisions on the physic of the apparition. They enjoyed this thoroughly, as they had had ample time to note each detail of the ghost.
“We did no tell them of course, but we are convinced, based on the descriptions, that the ghost was that of the last Tsar, Nicholas II. Now, why would he appear in this service staircase he must have never used is the real question?!!”