The Bloody Baron and The Grey Lady were two of the more well-known ghosts that called Hogwarts Castle their home. But what may have been less well known was the story of how they both ended up as ghosts. When they'd been alive, The Grey Lady was known as Helena Ravenclaw, Rowena's daughter, and the Baron had fallen in love with her.
Helena had been jealous of her mother and stole Rowena's diadem before fleeing to Albania. The Baron headed to find her as Rowena wanted to reunite with her daughter before she died, but Helena wouldn't come with the Baron and said that she didn't love him. He then flew into a fit of rage and killed her before killing himself, sending the two back to Hogwarts.
The two always avoided each other at Hogwarts. Helena never wanted to come face-to-face with the Bloody Baron. She was still angry with him for his fit of rage thousands of years earlier. It was a known fact that the Bloody Baron was still in love with Helena, but he could never catch her while he floated around the Castle hoping to catch a glimpse of her. He often thought about apologising to her, but the fact that she could never love him made it more painful to speak to her. He knew it was his fault, but he was a true Slytherin and stubborn at that. All he knew was that Helena was either in the Ravenclaw Common Room or in the quieter parts of the Castle.
Helena always took great care to make sure that she and the Baron never crossed paths. She often wondered if he'd apologise. It never came, and she'd all but given up hopes that he would show some remorse. She knew he had to find her first, and that was something she liked to know. She didn't want to face him, and yet she knew he'd have to find her.
The Baron mainly stayed in the Dungeons, except when it was the start-of-term feast when he and the other ghosts went to see the First Years arriving. Yet, he never saw her in the Great Hall. He had his suspicions that she was there, but he could never see her. Despite the two being ghosts, he still held a torch for her, and that was something that he would never get over... even in death.
The two would continue to haunt Hogwarts, but if they would ever come face-to-face was anyone's guess. It was almost as if they truly wanted to avoid each other forever, and that suited the Grey Lady just fine, but the Baron was also stubborn, and that was something that would never change.