Here's an obscure one. Equally obscure as a song and as a ghost story - I mentioned it to Roddy Martine (who has recently published a book about Scottish ghosts) and he'd never heard of it.
^^
From the NLS Glen.370 copy of James Porteous's "A Collection of Strathspeys,
Reels & Jigs, Respectfully Dedicated to Lady Jardine of Applegarth"
[Edinburgh, 1822]; this copy has "Applegarth" handwritten on the titlepage.

Newspaper clipping (dated on back, Evening News, 6th July [1953? - illegible]

A Dumfriesshire Ghost Story

Spedlin's Tower, a grim old castle in Dumfriesshire, on the southwest bank
of the Annan, is the scene of a ghost story of great local fame, and
supported by excellent traditional authority. In the time of Charles II,
Sir Alexander Jardin confined in the dungeon of this castle a miller named
Porteous, who was suspected of arson. Absentmindedly carrying off the
keys of the vault, the miller was starved to death. No sooner was he dead
than his ghost began to torment the household. But Sir Alexander procured
a black-letter Bible, and so long as that remained in the house the ghost
could not move out of the vault where Porteous had died. Here its screams
were frequently heard at night. "Let me out, let me out," it would cry,
"for I'm dyin' o' hunger." When the family repaired to a newer mansion,
Jardine Hall, on the other side of the river, the Bible was left behind to
keep the restless spirit in order. Once, however, it was sent to Edinburgh
to be rebound, when the ghost crossed the river, and played such mad pranks
in the new house - pulling the lord and lady out of bed, &c. - that the
Bible was recalled at once. Early in the present century, however, the
Bible was taken to Jardine Hall without any unpleasant circumstances.

Ballad in 19th or early 20th century writing:

The Prisoner of Spedlins

To Edinburgh, to Edinburgh,
The Jardine he maun ride;
He locks the gates behind him,
For lang he means to bide.

And he, nor any of his train,
While minding thus to flit,
Thinks of the weary prisoner,
Deep in the castle pit.

They were not gane a day, a day,
A day but barely four,
When neighbours spoke of dismal cries,
Were heard frae Spedlins Tower.

They mingled wi' the sigh of trees,
And the thud-thud o' the lin;
But nae ane thocht 'twas a deein' man
That made that eldritch din.

At last they mind the gipsy loon
In dungeon lay unfed;
But ere the castle key was got,
The gipsy loon was dead.

They found the wretch stretch'd out at length
Upon the cold cold stone,
With starting eyes and hollow cheek,
And arms peeled to the bone!

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Now Spedlins is an eerie house,
For oft at mirk midnight
The wail of Porteous' starving cry
Fills a' that house wi' fright.

'O let me out, o let me out,
Sharp hunger cuts me sore;
If ye suffer me to perish so,
I'll haunt you evermore!'

O sad sad was the Jardine then,
His heart was sorely smit;
Till he could wish himself had been
Left in that deadly pit.

But, "Cheer ye,' cried his lady fair,
'Tis purpose makes the sin;
And where the heart has had no part,
God holds his creature clean.'

The Jardine sought a holy man
To lay that vexing sprite;
And for a week that holy man
Was praying day and night.

And all that time in Spedlins house
Was held a solemn fast,
Till the cries waxed low, and the boglebo
In the deep Red Sea was cast.

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There lies a Bible in Spedlins ha',
And while it there shall lie,
Nae Jardine can tormented be
With Porteous' starving cry.

But Applegarth's an altered man -
He is no longer gay;
The thought o' Porteous clings to him
Unto his dying day.