Once the United States’ largest private residence and the most expensive to build, today you could almost miss it. The Winchester Mystery House in San Jose, California, sits between the eight lanes of the I-280 freeway, a mobile home park, and the remains of a space age Century 23 movie theater. The world has changed around it, but the mansion remains stubbornly and defiantly what it always was.

Each time I visit the Mystery House I try to envision …