The house was constructed under the direction of the wife of gun magnate William Winchester.
For 38 straight years, Sarah had around-the-clock construction on the house. Until she died, she made sure the house was always being added to because she believed it to be haunted by the ghosts of all those killed by Winchester guns, and that only the construction would appease them.
Since there was no master plan, the house is full of staircases that go nowhere, doors that open to walls, rooms off odd shapes and sizes, and even at least one door on an upper floor that opens to nothing but a drop to the ground below. It's said to be haunted, and it's considered to be a creepy and fun place to explore.