Rohs Opera House was built in 1871 in downtown Cynthiana, Kentucky, about 20 miles north of Lexington. The original opera house was built by Hermann A. Rohs (pronounced "Ross") and his son Karl. Hermann Rohs, although born in Cynthiana, came from German ancestry, and ran a successful jewelry business in Cynthiana prior to opening the opera house. His son, Karl, born in 1902, is perhaps more known for being the grandfather of actor Chris O'Donnel.
In 1941, the opera house was expanded to fit the modern times, and thus, turned into a movie theater. The first movie shown was Down Argentine Way. Meanwhile, the original opera house (a term generally denoting a fancy and socially acceptable name for a vaudeville venue) was maintained upstairs under the name of the Aeolian Hall.
Somewhere in the theater's long history, it picked up the reputation of being the "3rd most haunted location in Kentucky," presumably behind Waverly Hills and Bobby Mackey's. It is best known for the reports of a full bodied apparition dubbed the Woman in White. Witnesses have reported seeing a woman who appears to be in her 40s, wearing a long, flowing white garment. Evidence from various paranormal groups seems to support the idea that she isn't the only ghost at the theater...the sounds of children laughing and playing, as well as a man's voice have all been captured.
In early 2011, the Rohs Opera House was featured on an episode of My Ghost Story, with supporting evidence being supplied by the local team, iHuntGhosts.
It is possible to check out this location for yourself! The Opera House does have overnight ghost hunting packages starting at $25 per person. Please see their website below for more information.
Photo is from the Rohs Opera House Homepage