I know several of the McMenamins locations are purported to be haunted; Pacific Northwest author Jefferson Davis has documented a number of them in his books. The Edgefield is the first one that springs to mind, but the Kennedy School and others are all supposed to be as well.
There’s a discussion thread on Yelp about the McM’s too.
Moon River Brewing Company, in Savannah, Georgia, is reportedly haunted; not only do they point to a feature article about the haunting, but I dug up an investigation report and log hosted on the "Historic Ghost Watch" site.
There’s not much else that I can turn up from a cursory search; either those breweries that supposed to be haunted aren’t publicizing it, or what information exists is more obscure than my initial dig turned up.
So let’s hear ’em: Any good haunted brewery stories? Share!