Considered one of the most haunted hotels in America, the Jefferson's building was first a cotton warehouse, then converted into a hotel in 1900. It's still a working hotel (the Ulysses S. Grant room is seen here)—and the ghosts have not checked out. Visitors have reported knocks, voices, even water taps that turn on and off of their own accord. On the darker side, there are tales of a ghost child calling for its mother, and a crying baby. You can also sometimes smell the lingering scent of cigar smoke in the halls—which, unless it's a guest defying the smoke-free order, is thought to be the spirit of some well-heeled Riverboat gambler who lights up after a ghostly hand of poker.