The present museum building occupies the site of a building - Neville Place - that dates back to 1536. The cellars underneath what we see now are part of that original structure - and are home to some very strange ghostly happenings. The steps to the left of the building take you down to those subterranean parts. The original above-ground part was demolished in the early nineteenth century and a new building was constructed for 'Squire Cooke' and his new wife. If you look over the fence around the cellar steps, you will find the date stone 'Tho. A. Cooke 20 July 1816', recording the building of this new house. (Various sources)
Taken from The Peterborough Book of Days by Brian Jones, The History Press, 2014.