"About twenty ghosts had just streamed through the back wall. Pearly-white and slightly transparent, they glided across the room talking to one another and hardly glancing at the first years."

—Harry's first experience viewing ghosts at Hogwarts.

Hogwarts ghosts (left to right): Slytherin House Ghost, Bloody Baron, Hufflepuff House Ghost, Fat Friar, Gryffindor House Ghost, Sir Nicholas de Mimsy-Porpington, Ravenclaw House Ghost, Helena Ravenclaw

Each House at Hogwarts has a patron ghost. Each of these ghosts once belonged to their corresponding House. They apparently serve as a representative to their House, as well as serving the role of messenger or guide to those who lare still unfamiliar with the House they were sorted into. It is unknown for how long they may retain this title.

Gryffindor House

"I know nothing of the secrets of death, Harry, for I chose my feeble imitation of life instead..."

—Sir Nicholas

The Gryffindor House ghost is Nearly Headless Nick. He is known as a friendly ghost who was nearly beheaded, but the job was poorly executed, which was how he obtained the nickname of "Nearly Headless Nick". He prefers to be addressed as "Sir Nicholas". His real name is Sir Nicholas De Mimsy-Porpington. Something of a snob, and a less accomplished wizard than he believed, Sir Nicholas lounged around the court of Henry VII in life.

Hufflepuff House

The Hufflepuff House is haunted by the Fat Friar, who was executed because senior churchmen grew suspicious of his ability to cure the pox merely by poking peasants with a stick, and his ill-advised habit of pulling rabbits out of the communion cup. Though a genial character in general, the Fat Friar still resents the fact that he was never made a cardinal. He also frequently suggests that Peeves should have a second chance, whether or not he deserves it.

Ravenclaw House

The Ravenclaw House ghost is the Grey Lady, also known as Helena Ravenclaw. The least talkative of the house ghosts the Grey Lady, who is long-haired and beautiful. She was the daughter of Rowena Ravenclaw, making her the only house ghost to be directly related to one of the four Hogwarts founders. She is renowned for being instrumental in assisting Harry Potter in the search for the Horcruxes.

Slytherin House

The Slytherin House ghost is the Bloody Baron. He is well known for being extremely unsocial and many students, including those of his own House, are known to be slightly afraid of him. The Baron is also the only one known to be able to control Peeves. The Bloody Baron is responsible for the death of Helena Ravenclaw as well. He was a hot-tempered man when he was alive.

[Source: Harry Potter Wiki]