1930s The Mystery Castle, located in Phoenix's South Mountain Park, certainly matches that description. A castle in the desert may seem improbable in current times, but Boyce Luther Gulley erected this one in the 1930s for his daughter, Mary Lou Gulley. She never lived in it, but she did help her father design it after he saw drawings of castles in books. The family money came from cattle ranching, and probably building this place was Boyce Luther Gulley's way of showing off his wealth. It's a small stone structure with turrets and towers, set on its own little island in the middle of a lake. There are also guesthouses and other buildings on the property that aren't as tall as the main house but still fit the theme of the place. The story goes that when Mary Lou turned 16, her father sent her an check for $100,000 with the instructions to build herself a real live castle. Of course, she didn't have any experience with construction so she hired people to do it for her. However, Mary Lou did find time to invite some friends over for dinner once inside the walls of the castle. They ate steak and drank champagne while listening to jazz music played by someone who worked for her as a cook. After they left, Mary Lou went outside and painted flowers on the wall in the hope that more people would visit the castle.