I used work in the kings theatre in Hampshire, England as a spotlight operator. It is quite an old, scary theatre so as you can imagine quite a few unnerving things can happen.
It was built in 1901 and is a really Victorian looking place, with lots of dark nooks and crannies and highly decorated ceilings and statues. The spotlight box which I worked in is right at the top of the theatre, a small dark room in the abandoned top floor of the theatre.
I was sitting in the chair putting some coloured gels in to the lights when I heard someone walking down the corridor, I was pretty sure that there was someone there because there was quite a loud echo. I heard the door open and then slam loudly. As there was only me and the chief electrician in the theatre I assumed it was her coming to see how I was doing so I said "hi" but there was no answer. As I looked down on to the stage I saw the chief electrician wiring up some speakers in the orchestra pit. I ran to the door and looked out but no-one was there. This happened 3 times and on on the last time the door slammed with such force that the window smashed. I quit the job soon after.
There are also tales of the ghost of an actress who watches the rehearsals from the front of the dress circle but I personally have never seen it. People have told me about the ghost of a small child who sits in the seventh row of the stalls who scratches people who sit in front of it. After a performance where I was doing some part time work as un usher, a man came up to me and said he thought that the theatre had a flea infestation as the back of his neck was itchy and red. I had a look and it wasn't flea bites. He had 5 small scratches down the back of his neck. I asked to see his ticket, he was sitting in row 6.