Yes. There is a castle in Yonkers. It is very hidden and very few people know of its existance. There have been many recent news articles about the "Castle of Yonkers" as the current owner, Kohle Yohannan, is trying to sell it for $5 million.
The castle is very interesting. According to the New York Times, half of the castle's twenty rooms were imported from Europe (wall and all!) The official name of the castle is Greystone Point and has an extraordinary view of the Hudson. It is an UNBELIEVABLE site...
Check out this article on it.. Article
In order to see the castle, you must be comfortable driving on a windy road. If you are, then turn onto Shonnard Terrace from N Broadway and then just go down and follow the road. You can also access Shonnard Terrace from Warburton Ave near the Hudson River Museum.