India is ruled by the British for almost 150 years, until 1947 when India got freedom, and it became a free country to live in. This story started long back in 1857 when India was divided into princely states ruled by the Kings, who soon came under the British rule. Rajasthan is one such region ruled by the Kings for the decades.
Brij Raj Bhavan once was a palace of the former princely family of Kota. This palace is the resident of ghost Major Charles Burton, who, while serving as the British resident to Kota, was killed by the Indian sepoys during the 1857 mutiny. The Indian sepoys killed Major Burton and his two sons in the Central Hall of the building. After this incident, this fort was taken as the resident of the British Queen. It is also said that once Queen spoke to the journalist claiming that she has seen the ghost of Major Burton. The latter is known to be a harmless and peaceful ghost. This ghost does not speak anything to anyone, but it is said that he keeps an eye on sleeping night guards. Once he gave a tight slap to the sleeping guard at night, after, which no guard sleeps during the night.
It's always mysterious to talk about ghost stories because they may or may not be real. In many cases, people come up with just a myth and no reality, but there are places where people are sacred to visit alone. It's hard to conclude such topics because they are based on mere blind beliefs.