So, let's talk about ghosts. And before you say it "I a'int afraid of no ghosts!".
I'm not sure whether ghosts exist or not, or what (if any) form they take. I am sure that I've seen things I can't explain. Whether or not they were ghosts, I can't tell, and will probably never know. Figured I'd share them with you.
I used to do Security for Marriott. One of their properties here in Houston is actually two separate hotels, housed in a single building. The building (http://www.marriott.com/hotels/hotel-information/travel/houdt-courtyard-houston-downtown-convention-center/) is beautiful, and it dates back to 1921, and was the first office building in Houston to have air conditioning. It amazed me that I could still walk through the internal garage, and see where the old office halls were based on the gorgeous tile work still present, still smooth and shiny (though not perfect) from decades of polishing. If you ever get the chance to stay here, you totally should, if only for the history factor.
Still running through this building, just outside the elevator lobbies, are the old mail slots. Glass fronted tunnels that go from the top floor to the basement, where the old mail room was once housed. These tunnels are probably six inches deep, and maybe ten inches across. They're painted black on the inside, so sometimes they seem much deeper than they actually are.
I was walking through the halls one night doing one of my nightly patrols, and started at the end of one of the halls on the fourth floor. As I walked, nothing seemed amiss. I checked doors, lights, fire extinguishers...all the normal things to check. As I passed the mail slot, I glanced over, and I saw a gaunt, gray skinned man in a suit swing forward and hit the glass. He was hanging by a noose, dressed in a button down shirt and tie. He swung up and hit the glass, and then swung backwards, as if the glass was the apex of his swing. As he began to swing back towards the glass, he looked right at me, grinned, waved, and vanished.
Now, obviously the mail slots aren't that deep. Or wide. Or tall. He seemed to be hanging in an indeterminately large black space.
A few months after Incident 1, I was again patrolling, late at night, and started down one of the hallways. Now, when I enter this hallway, I have a clear view all the way to the end of the floor. As I opened the door to the floor from the stairwell, down the hall I saw a woman. She was young-ish, probably in her mid twenties, and was very pale. Not like, goth makeup or Casper-see-through pale, but pale. She had strawberry blonde hair that was cut short, and was very curly. She wore a white dress similar to this ( http://ghetto-prom-dresses.biz/images/sundresswhite/white-cotton-sundress4.jpg [also, what's up with that title?]). She looked at me, smiled, and then walked through a solid wall.
There wasn't a flash of light, or wisps of smoke or anything. She just walked through the wall. I stayed very still, listening for the close of the hollow metal door to her room, that surely I had missed seeing. Nothing. I walked up to where she'd gone through the wall, and it was indeed a solid wall. I touched it, just a wall. No warmth, or eerie cold feeling creeping up my spine.
Just your average girl who walks through walls.....
So yeah. Ghosts? I dunno. Maybe.