Well since I started this thread I guess it's my turn to post...
Kappa: The first permanent Kappa house was built in 1913 to house 25 women, and the chapter outgrew it by 1926. Several chapters have used the house since and it is home to Delta Sigma Phi today. Kappa bought the lots across the street and built a new house in 1929, a new wing was added to that house in the late 1960s, and it still houses Kappa today. (Both the current and former Kappa house are supposedly haunted.)
Lambda Chi Alpha: Lived in a house that originally belonged to Phi Mu. Lambda Chi Alpha eventually left and the house was supposed to become a home for outpatients of our local veterans hospital. In 2000 it was sold to a veterans' affairs clinic and tenants moved in. But in 2001 Phi Mu returned and moved back into the house. Lambda Chi Alpha also returned and moved into the former Sigma Chi house. (I believe Brad Pitt was a Sigma Chi but I'm not sure if he ever lived in that house!)
Phi Kappa Psi: Built a house in 1916 which they eventually sold to TKE, who sold it to Sigma Pi... and Sigma Pi currently lives there. The current Phi Psi house is a 116 old plantation house that was bought in 1954 and expanded (I think) in 1957.
Alpha Gamma Rho: Had six different homes until finding a permanent residence in 1955. By 1998, alumni became concerned about the house and decided renovating it was not feasible so the house was torn down and a new $2.4 million house (

) was built in 2001 which currently houses Ag Rho.
Sigma Phi Epsilon: Built their house in 1927 and expanded in 1976. They claim it is " the oldest house built specifically for a fraternity west of the Mississippi River."
Sigma Alpha Epsilon: (This story's my favorite!) During the Civil War, a plantation house near campus was used as a morgue for soldiers. That house was eventually torn down and the SAE house was built on it's foundation. There are constantly stories about ghosts haunting the house, supposedly an entire pledge class quit without explanation after spending the night in a certain room. (Read about it here:
http://www.missouri.edu/captions/hauntedh.htm) Whether the stories are true or not, who knows, but every year SAE's philanthropy is a haunted house around Halloween and everybody always loves it!
Pi Kappa Phi: Bought their house from ZBT in 1993, but the house was foreclosed on and Pi Kappa Phi members moved out. (The chapter left as well.) The house stood vacant until it was damaged by a fire, determined to be arson, in 1998. There were two caretakers, hired by the bank to watch over the vacant house and one of them, the last person known to be in the house before the fire, unfortunately committed suicide. It's a bizarre story. The house has since been renovated and is now apartments. (Kind of unusual to see an apartment complex in the middle of Greektown.)