Ghost stories are very popular amongst security guards who work the grave yard shift. Use to Work at GE in Stamford Ct, and grown men wouldnt do the night tour because of the lady in the red dress (apparently she killed herself in the building and now she is stuck there). I never encountered her, but others claim they have seen her and that she is real!
The one that i was a bit scared of was an old mansion from the late 1800's in (norwalk/ rowayton). The place was turned into a hedge fund trading company and they built a modern wing on to it. However at night between 12-8am the guard on duty has to patrol the grounds at least twice. That means walking around the haunted old mansion which makes all kinds of sounds when nobody is there. Oh yea and the near by residents dont want to be disturbed by the lights of the building so at night, lights out. The place is very intimidating in the dark with with old fancy wood work, stained glass with metal art work over it (weird symbols that look evil), carvings of faces and all kinds of fancy scary in the dark art work. I worked there for a little over a year. When i gave my notice i ended up working about about 6 more weeks until they could finally find someone willing to replace me. Gaurds would show up, work a shift with me and never come back LOL. Never saw a ghost. Although i did see a huge collection of dust mites gathering in a single location that scared me a bit. I was later told that was some sort of spirit or something, not sure i buy that. Also had like an 90+ year old lady walk up to the front door and start asking if the millers were home. Said the kids were playing out back, kinda spooked me out (she was with a young man in a jeep who was kind of motioning to let me know to just go along with it).
I always though security guards would make an awesome reality tv show lol!