In the deathly hallows, Rowena Ravenclaws daughter, the ravenclaw ghost, reveals she stole her mothers tiara. She then goes on to say her mother sent the bloody baron after her, and he killed her. However the bloody baron loved her and so stabbed himself. That is why he is covered in blood.
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The Bloody Baron killed Helena Ravenclaw (the Grey Lady)
Slytherin House: The Bloody Baron Gryffindor: Nearly Headless Nick Hufflepuff: The Fat Friar Ravenclaw: The Grey Lady
Lord Voldemort killed her with the killing curse and fed her body to Nagini.
they live (if you get what I mean) on the same way they did they continue being house ghosts I think he means how did they die. The Bloody Baron killed the Grey Lady, and then was killed himself. Nearly Headless Nick died from execution. The Fat Friar ran away from her mother, Helena Hufflepuff, and died in the woods.
1.Nearly Headless nick 2.the bloody baron 3.fat friar 4.the gray lady 5.moaning murtle 6.peeves 7.unnamed horseman 8.unnamed horsemen