Ghost exist, but not in the way you mean. They are in peoples heads.
When people are near electromagnetic fields there brains can be tricked into thinking they see something. In old building that have lots of dense stone like marble the stones produce EM fields because of the pressure their weight exerts on their atoms.
Ever feel like someone is behind you? It could be an EM field, or you could sense a slight change in your surrounding such as a slight bress, smell, or temperature change that your brain interprates as someone being behind you. This unconsious ability was important to early humans that could have been attacked by wild animals or other humans.
A reduced amount of oxygen to the brain can also cause someone to think they see ghosts. This happens often with people who sleep on there backs or snore. I have a problem where I wake up during REM sleep so I am paralyzed, but my eyes are open and I see things that look like death, ghosts, etc.
Sometime people see smoke, fog, dust, etc. and think it is a ghost. This is because our brain are hardwired to see familiar objects like faces. Try looking into a complex pattern like on some floor tiles or wall textures and you might think you see a lot of faces in the designs. The "face" on Mars is a good example.
Some people think they see a ghost of a recently passed significant other because their brain have still not let go of the deceased individual.
You can "sumon" a ghost by tricking your mind into beleaving that on is present. This has in many cultures be associated with drugs, (lightning) storms, and altered states of consious caused by lack of sleep, lack of food (fasting), lack of oxygen (from singing, exertion, or altering breathing patterns).
Group halluciations have also occured for one or more of the above reasons.
It is also important to note that the "ghost" someone see is dependent on there own previous experience and thier culture. A lot of fairly recent "ghost" have been interpreted by people to be aliens. In the past many where thought to be demons. My grandfather was deeply religious and once thought he saw an angel pull at his foot one night when he may have had a mild heartattack. After watching Scream I though I saw a black robed white masked figure in my room during one of my bouts with sleep acknia (sp?).
