I go to a private, Catholic university which has been around since 1852. There is this one dorm on campus which used to house the priests and brothers when they lived on campus years and years ago. The dorm was turned into a dorm for students and while back and the rooms are super small. Supposedly that building is super haunted, but I wouldn't know first hand because I stay as far away from that building as I can.
Also, supposedly a priest committed suicide by hanging himself in the attic of our chapel on campus. There is a window in the attic, which overlooks the library. They say that if you are walking late at night, if you look up through the window you may see the priest walking by. He tends to walk around late at night. I wouldn't know because I never looked up there. I was too much of a chicken!
Oh yeah, since our school is so old, there are also stories of other buildings being haunted. I haven't heard any other specific stories, but have been told that a lot of our older buildings are haunted.