I've long been puzzled (party intrigued) by Russell Kirk's belief in ghosts. This passage from a 1949 letter of his doesn't help, but I find it interesting. It was written during his time at St. Andrews, when he wrote The Conservative Mind:
"The ghosts have been lively of late. There are strong men who refuse to frequent certain parts of the town about the cathedral ruins o'nights. The ghost in my room is allegedly a “dear, sweet old lady,” but though I am willing to concede she is incredibly old, I suspect that she is neither dear nor sweet. Last night at four, she stumbled about my chamber like a soul most literally lost, knocked down a book from my table, and laid a hand upon my hand–hers outside the blanket, mine inside. I refused to grant her the satisfaction of chilling my blood with her icy glare, and kept my head well under the covers until I drifted back to sleep."