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The Feasting Fox was built 1914 by Anheuser-Busch as Busch's Inn. I believe August A. Busch sr.'s daughter lived on the second floor and she eventually committed suicide. I have been in the upstairs area that she lived in. The story is that people who looked out of the turret window have seen her at the intersection of Grand Blvd. and Meramec St. One explanation for this may be that the glass in the window is old, and is uneven.
You can ask for the owners, Susan or Marty. I was there once and I had a question and the waitress said to ask them because they know everything about the building.
I went with some family to the Feasting Fox for New Year's Eve to begin 2007. I mentioned to the owner (Susan) that I had heard that the place was haunted. She took us upstairs and showed us where the ghost was said to be seen. The building was built in 1914 by Anheiser-Busch and the lower floor served as a tavern while the upper floor was the personal apartment of Anna Busch, the daughter of Adolphus Busch. She hanged herself in the apartment. There is this big turret window on the second floor that overlooks the intersection of Grand and Meramec. Susan said that people have reported seeing the ghost of Anna Busch through the turret window standing on the sidewalk of the intersection. We didn't see anything, but thought one cause could have been the old glass in the windows is not completely flat, due to the glass making process when it was made.