Greetings,  Five years ago I was living in Estes Park and had several paranormal experiences there. The first place I worked was at the historic (and haunted) Elkhorn Lodge, just West of town across the street from the American Wilderness Lodge.
The Elkhorn was built in 1874 ( two years before the Custer massacre at the Little Big Horn). President Teddy Roosevelt used to stay there often and there is a portrait of him (which I did myself) hanging in the dining room.
During my time working there, I had one particular experience that I will always remember. It was on a very sunny day and I wanted to take some pictures of the teepees that the manager (Jerry) had put up behind the bunkhouses for the tourists. I was taking a photo of the main, largest teepee with an instamatic camera and when the picture came out, I saw a huge, figure of a man standing in front of the teepee. The strange thing was that this man was beyond normal height and transparent! You could see the teepee through him in the background. I immediately thought "Ghost picture!".  I ran to the nearest person I could see (Dawn, another wrangler) and tried to get her attention, but she was with customers (a family asking about the trail rides). She gave me the "I'm busy with customers" look and I waited impatiently for her to finish. Their conversation dragged on and on and I kept looking at the picture. I noticed that the figure in the photo was beginning to fade, so I gave up and ran to the stables to show somebody there. At the back of the stables, my girlfriend was putting one of the horses away and I yelled to her to "hurry up and come here, NOW!"  She yelled back that she had to put the horse away first and I watched as the figure faded completely away.
Later, Dawn found me and asked me what I wanted and I told her about the picture and described the man I saw as wearing old Western clothing with a leather vest and holding a whip. I told her he was huge. She looked at me and said "You saw ________, he was the stagecoach driver who used to pick people up in Denver and bring 'em up here in the old days. Everyone was afraid of him because he was so big and so mean." So, I didn't have the picture, but at least somebody believed me and validated my story.
She also told me that the Lodge is haunted by the daughter of the man who built it. Other employees, who worked in housekeeping, told me that in her room you couldn't move the rocking chair or else things would begin to fly through the air. Her dresses hang in the hallway upstairs in the lodge. In fact, the lodge is a museum as well as a place to stay.
It's a great place to visit if you get the chance.
 I worked for a longer time at the Stanley Hotel and had several experiences there. Thanks for your time.  
P.S. I can suggest a coulple of booklets by local (Estes) resident ghost enthusiasts, the series: Ghosts of the Estes Valley and More Ghosts of the Estes Valley.  In my opinion, the whole area is a "goldmine" of paranormal activity. Stephen King created one of his greatest novels "The Shining" while staying at the Stanley and I think he had a LOT of inspiration from those surroundings. One Denver female psychic who toured the Stanley for a live Halloween broadcast one year, came out of the building and when asked by reporters if she sensed anything, said: " I won't ever go back in there, not because its haunted, but because there are so many of them."