The Baker Hotel, Mineral Wells, Texas
To see it coming into view as you come into the city limits just gives you goose bumps. I have never been inside but I would love to go in one day. The building has been condemned due to safety issues, but they do allow investigation teams to go in with a guide. You can only enter the property with permission.
It is very closely watched as Mineral Wells is a small town, and word travels fast...
(I found some videos about this hotel. One shows a shadow speeding across the floor. The other is a history/documentary of the hotel. Brenda, Webmaster)
Some additional reading: