Gold Hill, Nevada was founded as a mining town in the 19th century. Unlike the placer mining towns with which I am familiar in California, Gold Hill has a number of tunnels, shafts, and adits running through the town itself. Much like the mining settlements of California, the mines of Gold Hill often proved deadly to workers laboring in them. Local tradition holds that 37 workers died in the Yellow Jacket Mine, which opens up directly behind the Gold Hill Hotel.
Patrons and staff of the hotel both report strange sounds, voices without sources, footsteps when nobody is around, doors opening and closing, lights turning on and off, and beds shaking. Two rooms, known as "Rosies Room" and "Williams Room" appear to be the focuses of this activity.
A film crew staying in the hotel reported all of these events, as well as a strange late-night scratching at the door to William's Room.
When the well-known ghost investigator Richard Senate stayed in the room #2 at the hotel, reportedly haunted by the ghost of a woman named Rosie, he experienced a strange, strong smell while taking a bath. Unable to find a source for the smell, he interpreted it to be a manifestation of the ghost. He later learned that many other people had the same experience in room #2 (although some folks say that it's room #4).
Commentary: Hotels with reputations for hauntings are very common, even more so when the hotel is historic. Mining towns throughout the American west seem to be especially susceptible to ghost stories. Every still-existent mining town that I am familiar with has at least one haunted hotel, and usually a few other haunted locations to boot.
The reason that the ghost stories rise in these mining towns seems clear - the image of the grizzled miner is permanently seared in the American imagination, and it's part of both historical fact and national folklore that many of these people came to unpleasant ends, through mining accidents, hard living, inter-personal violence, and sometimes just plain ol' getting lost in the wilderness. Add to that the fact that these hotels were often the sites of violence, and more often the location of daily actvities that we would now consider sordid such as prostitution, heavy drinking, and gluttony (when the miners had the money).
One of the most interesting aspects of hotel hauntings is how they are treated by the hotel management. Often they are welcome as free publicity - the hotel doesn't even have to promote them, plenty of enthusiastic tale-tellers will do it for them. Others actively promote them - one hotel near Half Moon Bay in California used to have a billboard on Highway 1 advertising their reputation for being haunted - the hotel is now under new management, the sign is gone, and when I have stopped in and asked about the haunting the staff claims no knowledge (in other words, the original claim was probably nothing but a marketing move). While not all hotel management openly embraces their resident ghost stories, I have yet to hear of a hotel that actively suppresses such stories. In the end, these stories are good for business.
Sources: Richard Senate, Internet, Internet