No, this has not become a movie blog; but given that my choices were to talk about religious leanings of public officials or this, I went with the more interesting choice.
Not necessarily the phenomenology that you can get on a ton of paranormal shows, but the religious beliefs behind them.
The Hebrew Scriptures (OT) and the Christian New Testament contain only one reference to a post-corporeal entity, only one. Samuel's Shade as summoned by the witch at Endor for Saul. Given the dramatic condemnation this passage serves in the context of the book, I am given to dismiss it as an outlier. Certainly there are no other passages, either descriptive or didactic, that feature what we might consider to be a ghost. Yes, there are passages that indicate people believed in ghosts, but the passages do not affirm or deny their existence. Incorporeal creatures that were never human, on the other hand, the Bible does accept in the form of spirits (good or evil, the word demon just means "spirit") and angels and of course God Himself.
In Islam, there are no such things as ghosts. There are, however, jinn. Said to be beings of "smokeless fire" they, along with humans and angels, are one of the intelligent races created by God. Like the other beings, they can be good or evil or otherwise.
In Hinduism the dead are free to visit earth in the cycle of their reincarnation, while in Buddhism the multipart self may have a ghost that goes to a plane of ghost or comes back to this world. In Shintoism the major force are spirits known as kami. Kami are typically elemental spirits, but can be the transformed spirit of a person. Ancestors are assumed to watch the world and may interact with humans.
Most modern western beliefs come not from organized religion, but from the hodge-podge of what we call Spiritualism. Spiritualism developed in the United States - particularly in the region known as the Burned Over District of New York, and reached its peak growth in membership from the 1840s to the 1920s - mainly in the US, Canada, and Great Britain but also in other English speaking countries. The main tenet of Spiritualism is that the dead continue to exist after this life in an incorporeal form and can be interacted with via a medium or other means.The fact that Spiritualists tended to be monotheists and the lack of any formal doctrine -not to mention its birth along side one of the last big revival movements in the US- meant that it was easy for these beliefs to soak into American culture.Ouija board, ectoplasma, seances, and the like are all products of Spiritualism. And thus the fodder for movies like Ghost Busters.
As to the phenomena of ghosts or spirits, and the near universal experience of them, I will only say this: I believe there is something here that needs explanation. Some things are easy to explain away. Some, however, are not. We are then left with one of two conclusions: hoax or phenomena. If you automatically say either then you are neither thinking carefully or critically.