Stephen King wrote half of The Shining book in The Stanley Hotel in Estes Park, Colorado, and the mini-series starring the guy from the Wings sitcom was filmed there entirely.
Also, The Stanley hotel itself is haunted but it's said the ghosts there aren't as scary as The Shining's ghosts. Also, I stayed there once when I was younger, never experienced any hauntings, but I didn't know it was haunted at the time either.
Nick