The Winchester Mystery House, located in San Jose, California, is one of the most famous supposedly haunted locations in the world. It is also one of the oddest. The builder, Sarah Winchester, was married to the heir of the Winchester Rifle fortune. When her husband and child died she consulted a psychic who told her that the reason her family had died was that her family was cursed by all the spirits who had been killed with Winchester rifles, and the only way to relieve the curse was to begin construction on a mansion, and to never stop building.
The mansion is filled with odd construction elements to confuse spirits, and make it harder for them to find Sarah Winchester to haunt her. She had several bedrooms that she rotated between every night. It was probably hard to sleep, as construction on the mansion continued at all hours of the day and night.
Sarah Winchester built, demolished, and built more for 38 years until her death to escape the curse that her family's weapons had brought down on them.
Here are some photos of the mansion. As usual, click to enlarge: