The York Fair, first held in 1765, has played host to concerts, funnel cakes and, if some folks are to be believed, ghosts. For all the historical events surrounding the Fair which would potentially give rise to paranormal happenings - the original location of the fair in what is now Penn's Park was a potter's field burial ground and the fairgrounds themselves were used as a camp by soldiers during the War of 1812 - the ghost story most often told didn't get its start until the 1920s, after the Fair had moved to its current grounds on Carlisle Road.
In 1924, the road going by the Fairgrounds was still known as Dover Road. Around that time, a New Jersey woman named Alice M. Abbott spurned her quiet mother-and-housewife role, ran off with a judge, went to Pennsylvania (settling in Ye Olde Author's own hometown of Columbia) and changed her name to Peggy Larue. She became a devoted drinker and was most likely inebriated already that August night in 1924 when she was picked up by a man named Dorwart. Larue and Dorwart met up with Fred McLean and Lenora O'Bryan at a restaurant on George Street in York. Eventually they made their way to the fairgrounds, Larue "full of dope and whisky" and "dead to the world". In other words, well and truly sauced.
It seems that Ms. O'Bryan stole McLean's gun while he was passed out drunk. He retrieved it from her later, shooting her in the cheek; then, rather unnecessarily, he shot Larue, who was still lying drunk in the grass. Finally, to make it 3 for 3, he shot Dorwart in the hand as he ran away. McLean was arrested, and though he felt remorse for killing Larue, he didn't feel bad at all for shooting O'Bryan.
In February, 1925, an article appeared in the York Dispatch describing encounters with phantom forms at the fairgrounds. One man heard a woman's screams coming from the grounds, with others hearing the screams and, in one case, a woman yelling "For God's sake, don't shoot!" Yet another man later claimed that he had seen a woman that January dressed in white, who he took to be a nurse, looking mournful. She disappeared near a snowbank.
It should also be noted that this man was illiterate - as most backwoods farmers were in those days - and so wouldn't have read the newspaper articles which said that Larue (or Abbott) was a nurse.
In most of these cases, there were environmental factors possibly contributing to the experiences. The man who first heard the screams noted the howling winter winds; the second man's sighting of the woman in white took place just after a snowstorm.
The fields where Larue and her companions were shot was to the north of the Fairgrounds; the same fields, today, are part of the Fair itself. I'm not aware of any modern-day reports of the phantom.