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Notes in italics from Lincolnshire by Nikolaus Pevsner, John Harris, Nicholas Antram (2002)
Yale University Press, New Haven and London

The castle shows many building periods. The grand 18th century north front by Vanbrugh was added to an essentially 16th century house of four ranges around a courtyard. In the 19th century the east and west wings were remodelled.

On the S front, between the C16 century tower to the W and C13 century tower to the E, is an irregular sequence of twelve bays of the mid and late C16 with projecting chimney-flanks and eight gables. The windows are mostly Georgian ... Only the gables retain their two-light mullioned windows. 

In 1811 the E front was remodelled, and shortly afterwards the W front was made more Tudor, both designed by the London architects Henry Garling and Samuel Page ... The E front has in its centre five bulgy canted extrusions (three, actually). The upper parts were made more castle-like, with crenellation and the building up of a tower-like projection and chimney. To its N the three side-bays of Vanbrugh's N front, of which more anon. In the SE corner is the mighty C13 King John's Tower (a survival of  the early 13th century castle of Gilbert de Gant, Earl of Lincoln.). The lower part has a pronounced batter. ... On the W front Garling and Page added another storey and altered the fenestration to give the facade a more uniform Tudor style. At the N extremity of this range is another and bigger bay-window of Page's time, replacing a single-storey bay, and set against the C16 NW tower. Then the three side bays of Vanbrugh's N front, corresponding to those already noticed at the N end of the E front.

North Front. Plans were drawn up by Sir John Vanbrugh to rebuild the whole castle. The N front alone was completed when work ceased in1730, four years after Vanbrugh's death. It is probable that after 1726 Hawksmoor took over the completion of the work. ... 
The angle towers .. are of three storeys, with emphatic quoins, heavy modillion cornice, balustrade, and noble circular swagged tourelles at the angles. The window sequence: rusticated, Venetian, triangular-pedimented to the N; and rusticated, straight-hooded, triangular-pedimented to the E and W.
Locked between the towers is Vanbrugh's hall front. It is one of his most serene compositions. The centre of two equivalent storeys. First, from l. to r., a single bay of arched windows, then a paired Tuscan Doric order, the most magnificent exposition of the theme in England. Banded free-standing columns under great chunks of entablature. Above them equally massive pedestals supporting sculpture groups of Hercules and Antaeus and the Rape of Proserpine. Between the columns are seven bays of arched windows formed as a continuous arcade. Above this a balustrade with parapet, urns, and in the middle the Ancaster Arms on a true Vanbrughian scale. ... 

The forecourt is also Vanbrugh, at least in the conception of the plan. Low walls of twenty-six bays of rusticated niches, linked to two-storey pavilions, the main angle towers in miniature (see also top picture). ... 
The stables - the C17 riding school - was given a sympathetic Vanbrugh-style face in 1959 by R.J. Page. ...

Great Hall (first two pictures). This is unquestionably Vanbrugh's finest room. A reflection inside of the outside wall treatment, that is, two storeys of arcading. ... The E and W walls are spatially a tour de force. Triplets of superimposed arched openings divide the hall from the stairs at each end. ... (Wider view of the room at Grimsthorpe Website).
Chapel. It is not known who was responsible for the chapel. Designs are recorded in the sale of Hawksmoor's effects after his death ...The order is fluted Corinthian. Windows with broken triangular pediments ...