Is Lady Grey -- "The Grey Lady" of Ravenclaw Tower?

 Chillingham Castle in Alnwick, Northumberland , is said to be haunted by many ghosts that died in the castle's torture chamber (many still hear the screams of the prisoners to this day)  A famous ghost of the castle is the spirit of Lady Grey. Grey is said to haunt a picture and a hallway. You can hear her moaning at the picture of herself. Her footsteps are also heard around the castle. She usually doesn't make an appearance but always casts a shadow of herself.

The filming of the Harry Potter movie was filmed at Alnwick Castle, in Alnwick, Northumberland

Is this a coincidence or what?

information from The Shadowlands

Peeves  the Poltergeist

A poltergeist is a noisy ghost.  Poltergeists make their presence known by rapping sounds and are considered by some to be the first "rap" artists. Peeves, like other poltergeists, are the ghosts who like to cause disturbances by doing such naughty things as throwing furniture or pulling carpets out from people and other naughty acts. 

information from The Skeptic's Dictionary

Fairies

Fairies are mythical beings of folklore and romance. They are often depicted as tiny winged humans with magical powers. 

Fairies should not be confused with gnomes, (found at The Burrow) which are also short, deformed, mythical beings who live underground. The Weasley boys have to rid the garden of the gnomes by twirling them in the air and letting them go to fly over the hedges and drop as far away from the garden as possible!

Pixies might be considered a type of fairy known for their cheerful nature and playful mischievousness. Professor Lockhart had quite a time with pixies!

An elf might be thought of as a big pixie, often depicted as a mischievous dwarf, such as the Irish leprechaun known for his pranks but also believed to know where treasure is hidden. Two house-elves are Dobby and Winky.

information from The Skeptic's Dictionary