The Scheffler Palace in Vasastan is also known as the Haunted Mansion (’Spökslottet’). It was built in the end of the 17th century by the merchant Hans Petter Scheffle. The palace got its nickname for a reason, being the home of a number of ghost stories throughout its history.
Weird sounds, strange music and unexplainable chattering of mirrors and windows have been reported by on various occasions. People died and disappeared here. One of the former owners was a devil worshipper who mysteriously disappeared. Witnesses claimed seeing him in a black carriage led by a coachman with horns and tail. A famous opera singer Gustaf Sandström committed suicide there in 1879. In 1907 an unknown grave was found in the garden. Once a priest came to investigate the mysterious happenings in the mansion and got thrown out of the window from the upper floor by an unknown person. He broke his leg and never returned.
You can find some stories about the place in Anders Fager’s novel Vinterpomenad (Winter walk).
Note: you can’t visit the Scheffler Palace, its doors are closed for the general public. Since the 1920s, the estate is owned by Stockholm University and mostly used for storage of art and to occasionally hold conferences.