I was watching DVD on Ghost Stores I found in the library. It is hosted by Patrick Macnee - I think he's the one who played Steed in the 1960's series The Avengers.
It featured a section on one man who believed he encountered the ghost of Elizabeth Short in a Hollywood hotel. Elizabeth Short being the young woman known as the Black Dahlia who was murdered in L.A. in 1947. It would seem rather easy to associate ghosts with famous cases such as this.
I've never heard of any, but given the circumstances of her death and it being an unsolved crime it would make sense that her spirit would not be at rest. Do you remember the name of the DVD? It sounds interesting.