Helena Ravenclaw

The Grey Lady is the ghost for Ravenclaw House.

JK Rowling, author of the Harry Potter series, has stated that The Grey lady appeared very briefly in Harry Potter and the Philosopher's Stone. Many Harry Potter fans believe this passage refers to her: "[Harry and Ron] passed the ghost of a tall witch gliding in the opposite direction, but saw no one else." Fans have found no other unexplained mention of a ghost in the book, so it is assumed this is The Grey Lady. She makes a more notable appearance in the deleted scenes portion of the Chamber of Secrets DVD (when Harry is finding the secret of Tom Riddle's diary, he asks her for privacy). It seems rather strange that the Ravenclaw ghost is allowed in Gryffindor Tower.

There are a number of Grey Lady ghost stories of Great Britain, and it is thought that they might have been an inspiration for this character.