St Thomas was controlled by Denmark for 182 years, and in the late 1600's they built a few forts at St Thomas. "Blackbeard's Castle" is one of those forts... the notorious pirate nicknamed Blackbeard was said to have used the watchtower at that fort to keep an eye on all of the harbor traffic at St Thomas. He also threw some legendary parties there. The watchtower is a National Historic Landmark and is thought to be one of the oldest buildings standing anywhere in the Caribbean.
There's also a "Bluebeard's Castle" at St Thomas. This was another Danish fort that was later said to have been taken over by a similarly-named notorious pirate.
Interestingly, both Blackbeard's Castle and Bluebeard's Castle are the centerpieces for resort hotels now. But the view from Blackbeard's castle is said to be quite extraordinary.