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The Brown Lady of Raynham Hall, 1936

From here:
Perhaps the most famous of all ghost photos, this highly controversial shot was taken in1936 by photographers sent by the London magazine Country Living to take some interior shots of Raynham Hall in Norfolk, England. What’s also interesting about this shot is that in contrast to most photos in which the figure is not seen until after the film is developed, the spectral figure of a woman descending the stairway was seen seconds before the gshutter was snapped. The negatives on this photo have been scrutinized by literally hundreds of experts (and no small number of skeptics) who can find no evidence of it being either a hoax or a double exposure. Still considered by many to be the best “capture” ever taken.