It would seem that the sightings of Grey Ladies are usually witnessed in older houses and always seem to be linked with a sad and tragic tale of centuries ago. 

The most famous in Gloucestershire is the Grey Lady who floats above the fast running waters of the River Thames at the village of Kempsford. To some of the villagers there, she is very real. She has become some sort of semi resident and is said to be Lady Maud Plantagenet and her identity is connected to Kempsford, that there is even a Lady Mauds Walk.

Whenever she appears in her long flowing gowns, legend has it that she is looking for her brother Henry, who was drowned there. Many villagers will not talk about their famous lady, but one told me a different story, “ I do not think she haunts the river at all, but prefer to believe the story that she haunts her walk,” he said.  

A former clergyman at Kempsford, the Reverend A B Minor, called her the lady of the mist because she appeared only when it was foggy. The then vicar, Reverend David Watson, whose garden adjoins the river, says he has never seen Lady Maud, “But that certainly does not mean that she does not exist,” he said. “The story has been told so often she certainly seems credible.”

There is the Grey Lady of the parish Church of Saint John the Baptist at Cirencester. A former vicar is said to have seen the lady walk all the way up the main aisle and then suddenly vanish from a spot where the pews form a crossroads.

Also in Cirencester, in the late 60s, a couple and their four young children moved into a house there. It was one morning that the children came downstairs and were all speaking about a Grey Lady who talked to them before they went to sleep. The parents dismissed the story and thought the children were making it up. But the children persisted and said that the lady would always talk to them before they went to sleep. It was on one evening that the mother was putting the youngest children to bed when she heard the swish of a dress go past her. The mother felt it was her imagination until one of the children said, “There you are mummy, there is our lady.” She has since heard the sound on numerous occasions. A local ghost hunter was called into the house and his verdict was this- “The evidence I have been able to obtain show  that many years ago the then lady of this particular house died whilst in childbirth. Her child died too and there have never been any children in the house until the latest family moved there. I feel it is this lady who's visiting the children, and she will not harm them, and they have come to accept her.”