h2g2 The Hitchhiker's Guide to the Galaxy: Earth Edition

There is supposed to be a ghost dog haunting the grounds of Loudoun Castle, Ayrshire, Scotland. It is, however, friendly, and invisible. It is most often encountered in the Lodge, where it often appears to sleep on the ends of beds. Apparently you wake up in the night to feel a large wolfhound shape on the end of your bed, but you can't see it. It will however, go away (to sleep by the fire perhaps) if you give it a kick, just like a normal dog.
Of course, I heard this tale over a so who knows how true it is. The Castle is quite spooky though.

I should probably be beaten with a stick here for not being totally clear about 'ghost dog' classifications. In the entry I'm refering to a specific group of legends and not necessarily every ghost dog on the face of the earth.

BTW - it's funny you should mention how it materialises in the bed because looking down and seeing a phantom hound staring at me from foot of my bed rates very highly on my 'Top Ten List of Things That Would Make Me S**t My Pants'. Probably No 1 in fact...