The idea of ghosts, or some kind of spiritual manifestation, has been around since humans developed a mature since of spirituality. Ghosts are mentioned in almost every sacred text from every religion, including in the Christian bible, ie: the ressurection of Christ. Many theories about ghosts have been derived over the years, one that is popular amoung liberal christians is that earth is purgatory, and the ghosts we see are just the spirits who stayed because they weren't "saved" but still led a good life. Another theory is that the spirits have some unfinished business and had to stay on earth until it was finished...but most won't ever finish it.