It’s the height of monsoon season, and Phoenix has been begging for rain. I exit the I-10 interstate headed toward the Hotel San Carlos, and as I make my way from the exit ramp onto 7th Street, I see her: a young woman in the middle of the road dressed in a trench coat and high heels. It’s raining. She’s blond and glamorous looking, but nameless.

I park in a metered spot on Monroe Street, and catch a glimpse of the place where I had seen the woman, but she’s no longer there. I make my way toward the hotel entrance, and I already know: this hotel is haunted.

In the late 1870s, the site was home of Old Central School, a one-room adobe schoolhouse. After the schoolhouse was retired, investor Dwight B. Heard, purchased the site and began construction on the San Carlos in 1927. It was designed by architect George Witecross Ritchie and completed in 1928.

The San Carlos regularly hosted Hollywood celebrities and Phoenix’s elite. Mae West frequented the hotel in the 1920s, Marilyn Monroe in the 1950s, and others such as Humphrey Bogart, Ingrid Bergman, Cary Grant, Gene Autry, Carole Lombard, Clark Gable, and Spencer Tracy made their stay at this palatial Italian-renaissance-style hotel.

Considered an historic site, much of the original hotel’s décor remains in tact. A chat with the kind desk clerk reveals that a young woman named Leone Jenson had roomed in the hotel shortly after its grand opening, and completed her stay when she jumped from the seventh floor penthouse window. Further details of Ms. Jenson’s happenstance are conflicted; hotel staff claim that she stayed on the seventh floor—the same floor of the Spencer Tracy suite—but the newspaper clipping states that she had roomed on third floor.

I ride up in one of the lobby’s original twin elevators (which may be more frightening the hotel’s permanent residents), and it lingers a bit too long before its copper-gilded doors eek open to reveal the third floor. A newspaper clipping hanging at right, on the wall near the elevator, confirms the story of Ms. Jenson’s suicide. After jumping from the penthouse window, her body was found on Monroe Street—exactly where I had seen her before I had arrived at the hotel. A look around the third floor indicates to me that this was the floor on which she stayed.

I’m not sure if the hotel’s corridors are more reminiscent of Stephen King’s The Shining or 1408, but the atmosphere is a definitely creepy. The carpet has a dizzying pattern, and all the pictures that hang on the walls are askew. It’s unbelievably quiet for a downtown hotel. I make my way down the corridor toward the pool, but stop in front of room 320 because the energy feels different there. I believe this is where Ms. Jenson stayed.

As I continue to the end of the hall, the corridor starts to feel stuffy, like the air is more humid and constricting. I notice that the door to the Marilyn Monroe suite is ajar, and find it strange. Who would have opened this door? I think, and look around, but there isn’t anyone in sight. I pause to try and hear something that indicates a guest is in the suite, but it’s completely silent. With a bit of trepidation, I poke my head into the room. It’s empty. Small and clean, with a poster of Marilyn above the bed’s headboard, I imagine the room bustling with Marilyn’s entourage. The actress stayed in this third-floor suite when she was filming Bus Stop. But the room doesn’t reveal anything. In this room, there are no ghosts.

Across the hall, however, there’s a vending machine and an ice machine, and a heaviness hangs in that space. Ms. Jenson is there, and then at poolside, then back in the hallway, and I realize that she roams the third floor in both boredom and despair. Perhaps her presence is the reason so many calls of noise complaint are made to the front desk between two and four a.m. despite that in-house video footage shows nothing.

I take the stairs up to the seventh floor, past the Spencer Tracy suite and find the unlit staircase that leads to the penthouse and the roof. A rope chain hangs across the threshold, and a plaque on the adjacent wall prohibits entry to this section of the hotel. Even the staff are not allowed to enter here. It would seem as if the seventh floor is a more appropriate place for Ms. Jenson to appear, but she doesn’t.

It is claimed that Leone Jenson isn’t the only one who still inhabits this place. One rumor states that three young boys, who were students in the Old Central School, fell into the basement well—which still remains in today’s hotel—and died. After the gracious San Carlos staff escort me to the well, I believe that this speculation is pure rumor. Although the basement is definitely creepy, and filled with enough extraneous furniture behind which many ghosts (and people) could hide, I don’t see any of the three boys there.

Reports from locals remain mixed: some believe and some don’t. Only those that have had firsthand experiences in the hotel claim a firm belief that it’s haunted. My belief? If you book a room at the San Carlos, you may just bump into Leone Jenson during the night.