This isn't my GLO, but my younger sister's a Kappa Kappa Gamma & their HQ are suppossed to be really haunted. The building's here in Columbus, and one of my friends used to live down the street from it. I actually talked to one of the staff members there once and she told me that odd little things do happen occassionally. But also that older/alumni members always deliberately freak out the younger and newer members when they visit, too. So it's hard to say what's "real" and what's a prank sometimes.
I'm sure there are some Kappas on here that can tell some actual stories. I don't remember any of them. I do know that the building is close to some other older dwellings that are said to be haunted as well, though!