One of the apartments within Taunton Castle is said to be haunted.
This spirit is never seen however, only heard. It is said the ghost is that of a female violinist or fiddler and on occasions the sound of a violin can be heard in the room.
Also, on at least on occasion, people staying in the room have also felt movement on the bottom of the bed they're sleeping in and a tugging at the sheets.
Source: Ghosts of Somerset by Peter Underwood.