Treasurer's House - Minster Yard, York, UK - Ghosts and Hauntings on Waymarking.com

The Britannia website tells us the story:

One morning in 1953, an apprentice plumber, named Harry Martindale, was installing a new central heating system in the cellars of the Treasurer's House when he heard the distinctive sound of a distant horn. He thought it strange that the sound should reach him so far underground, but carried on working up his ladder. The horn continued to sound, each time appearing a little closer.

Suddenly a huge great cart horse emerged straight through the brick wall of the cellar! Harry fell off his ladder in shock and, as he crouched on the floor, he was able to see clearly that the horse was being ridden by a dishevelled Roman soldier. He was slowly followed by several fellows, dressed in rough green tunics and plumed helmets, carrying short swords and spears. They all looked down in a dejected manner as they continued towards the Minster, apparently on their knees! As they reached the centre of the room, however, they emerged into a recently excavated area and it became clear that they were walking on the old Roman road buried 15 inches below the surface!

Harry scrambled frantically up the cellar steps to safety of the ground floor. Here he was met by the house's curator who exclaimed, "You've seen the Roman soldiers, haven't you?" Apparently the ghostly troop had been seen several times in the past and impressive descriptions have been forthcoming from a number of witnesses. Sadly, the cellar is not open to the public, so further sightings seem unlikely.

The Real British Ghosts website expands on this:

Hear the word 'ghosts' and it is not Roman ghosts that you think of, I would wager. But that is exactly what these York ghosts are. They were clearly seen in February 1953 by an apprentice plumber called Harry Martingale as he worked in the cellars of the Treasurer's House. A procession of Roman soldiers, ghosts dating from the 4th century.
Harry's account was as follows. He was standing on a ladder when he heard what he described as 'a tinny trumpet call'. At first, he thought that the sound must be coming from the road above him. However, he heard the sound several times and each time it appeared to be closer.
Suddenly a smallish Roman soldier, carrying a sort of trumpet and wearing a kilt, appeared through the wall. A rider on a large horse followed. They walked across the cellar and disappeared through the wall on the opposite side of the room. Not surprisingly, Harry fell off the ladder to the floor where he crouched in terror. Next followed about 20 more Roman soldiers. All had dark complexions and seemed very dirty, dishevelled and despondent and looked at the ground as they marched. They were dressed in green tunics with plumed helmets and they carried short swords and spears. There was nothing ghostly about them, they appeared quite solid.

On their knees!
But the oddest thing was that the Roman ghosts appeared to marching on their knees. It was only when they got to part of the floor that had been dug away that Harry realised that they were actually walking on the original Roman road that was beneath the cellar floor.
Eventually, the soldiers had followed the horse through the wall and Harry left his tools and ran. The first person he saw said to him, 'You have seen the Roman ghosts, haven't you?'.
Harry's account was at first dismissed as there were various particulars of his description that didn't fit with accepted history. For instance, Harry said that the soldiers carried round shields rather than the more traditional square Roman shields and that they laced their sandals up to their knees not their ankles. However, it has only been recently discovered from excavations at Hadrian's Wall that in the 4th Century, auxiliary troops carried round shields and they did lace their sandals just as Harry described. At the time of Harry's encounter, it was not even known that auxiliary Roman soldiers had ever been stationed in York.
Although the Treasurer's House is open to the public, the cellars are not. In one way, this is a shame. However it may be that this will have the effect of preserving the Roman ghosts for posterity.

The tale from the horse's mouth, so to speak.

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