The Grey Lady wasn't the only ghost resident in the halls of Hogwarts, there was also Moaning Myrtle. There was a rather unkind rumor circulating around the internet at one point that Moaning Myrtle was actually played by Daniel Radcliffe in drag. We do admit that there's a resemblance- and we're putting it down to the glasses - but the role was actually taken by Shirley Henderson.
Henderson is much more recognizable in the picture on the right, and you may know the vastly experienced actor from a number of her roles across film and television. She's had a hugely varied career, with roles as unusual as playing a sentient paving slab in "Doctor Who", and Jude in three "Bridget Jones" movies. She seems to have a particular taste for eccentric characters, and her voice is every bit as distinctive as her appearance.