This is an interesting bit of history in itself. The Gordon Party entered the Blackhills in direct violation of the Fort Laramie Treaty of 1868. The Sioux would have been within their rights to have slaughtered the whole party. The Gordon Party went into the hills looking for gold but the United States army evicted them before they found either gold or the indians found them.
Now I know this isn't the original stockade. This is a very close reconstruction of the first fort. I haven't heard that it was haunted but it wouldn't shock me in the least. The Blackhills are literally filled with odd stories and legends, particularly around such efforts of the first prospectors and explorers.