Is Palacio de Lecumberri haunted?
Mexico Reported haunting level 2 of 5

What actually happened
Built for 700 men and 80 women, the prison held 3,500 inmates at its worst before it closed in 1976; a decree of 27 May 1977 turned it into the national archive.
The history
Porfirio Díaz inaugurated the panopticon penitentiary on 29 September 1900, with a 35 metre central watchtower. Prisoners included José Revueltas, David Alfaro Siqueiros and William Burroughs.
What people report
Archive staff and visitors have reported footsteps and voices in the former cell wings of the Black Palace after dark.
That paragraph is reported tradition, not a claim about what is there. The history above it is sourced; the stories are recorded because people tell them.
Visiting
Av. Ing. Eduardo Molina 113, Penitenciaría, Venustiano Carranza, 15280 Ciudad de México, CDMX, Mexico
A working national archive; public access through the reading rooms and scheduled guided visits.