As the daughter of former President George W. Bush, Jenna has spent a number of nights in the White House – and says she's been visited by an unwanted evening guest. "I heard a ghost," she said on the Tonight Show in 2009. "I was asleep, there was a fireplace in my room and all of a sudden I heard 1920s music coming out. I could feel it. I freaked out and ran into my sister's room. She was like, 'Please go back to sleep, this is ridiculous.'"