The Baker Hotel, Mineral Wells, Texas
(Dallas, TX USA)
This hotel has been investigated several times. It had also been broken into by teenagers. Some teens took video with their cell phones and posted it on YouTube. I have personally driven by this hotel and you get a very erie feeling just from driving by it.
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: