The ghost of the Canongate fire

Scott heard as a child an Edinburgh version of the Littlecote tale, in which a clergyman was led blindfold to a house at the head of the Canongate to comfort a young mother, and heard a pistol shot as he left. The house burned down that night, and the daughter of the family died in it. Years later, when fire broke out on the same spot, a lady in a rich but old-fashioned night-dress was said to have appeared in the flames with a warning. After that, any fire near the place caused real alarm.