http://scientificinquiry.suite101.com/article.cfm/a_rational_look_at_ghostsLast year, we were at my wife's grandfather's house (who is still alive). I was in the den watching TV, and got up to get a drink from the kitchen. As I walked into the kitchen, I saw her grandpa sitting in a chair in the living room. I stepped back out to ask him if he wanted anything, and he wasn't there. Then I saw him in a completely different area (I can't remember if it was outside, or just a different part of the house) that he couldn't have gotten to without my noticing. Obviously, my mind was playing tricks on me (he doesn't even sit in the chair I supposedly saw him in), but it freaked me out a little just the same. (Certain "ghost" sightings include people who are still alive, but are really in a different place, sometimes thousands of miles away.)
When I was a teenager, the "sleep paralysis" happened to me a few times, where I awoke in terror, and just caught the image of a hideous face staring at me, but couldn't move or breath. I chalk it up to reading too many scary stories.
Then there was the time my old business partner, who had passed away, visited me, wrapped in heavy chains. I attribute it to a bad dinner.