Nearly Headless Nick, the resident ghost of Gryffindor house, would rather be called by his proper name: Sir Nicholas de Mimsy-Porpington. He died after he was decapitated ... or nearly decapitated. After forty-five swings with a blunt axe, Nick's head still wouldn't come off. So even in death, his head hangs by a string to his body. Nick is a very friendly ghost, despite his slightly alarming appearance.
The Bloody Baron is the resident ghost of Slytherin house, and also the only one who can control Peeves the Poltergeist. Nobody knows how the Baron died, but he is covered with stains of silvery blood. All of the other ghosts are scared of him and don't dare to ask him how he died.
The Fat Friar is the jolly and cheerful ghost of Hufflepuff house. Not much is known about him, except that he has a very forgiving nature. He is only trying to persuade the other ghosts to forgive Peeves the Poltergeist for his wrong-doing.
The Grey Lady is the mysterious ghost of Ravenclaw house. Nothing is known about her, and we didn't even know of her existence in the books until JK Rowling mentioned her. She may have been inspired by multiple ghost stories from Britain.
Myrtle was once a student at Hogwarts who was killed by the basilisk when the Chamber of Secrets was opened. The basilisk found her in the girl's bathroom sulking because Olive Hornby was making fun of her glasses. Myrtle was very miserable in life, and even in death she continues to haunt the girl's bathroom. She is very self-conscience and feels very sorry for herself. She got her nickname because she cries and screams so much.