Religion and tradition are deeply connected in Japanese culture, especially with Shintoism where hundreds of not thousands of gods rule over various things. In this case, a spirit looking over Himeji castle is worshiped in the castle itself.
The shrine, which is located at the top floor of the castle is dedicated to Osakabehime, a spirit or yokai who is said to be a lonely kitsune, or an illegitimate child of the princess, or an angry courtesan who met her end at the hands of the lord. While this is not known, it is generally agreed that the spirit hates people and stays away from them as much as it can. Only once a year does it meet the local lord to tell him if the castle will stand for another year. This event is celebrated with a festival.
The shrine was always near the castle, but it was moved during the first renovation to a nearby temple. However, ever since this happened bad things occured in the castle, and the shrine was quickly moved back to the courtyard. Later during the restoration in the Showa era, the shine was moved to its current place. It still gets many donations and keeps the castle safe.