Ghosts were a standard monsters from the Ultima PC series.
"Ghosts are generally found in cemeteries and other places of the dead, though their movements are all but unlimited. These ethereal spirits pass easily through solid walls and other obstacles, making them difficult to chase and difficult to elude. Though they do not possess great strength, their mobility and ability to use magic make them a force to be reckoned with." —Ultima VI bestiary
Spirits also inhabit Tolkein's Middle Earth. Phantoms haunt the Dead Marshes and wights creep in the Barrow Downs. GameWorkshop's The Ruin of Arnor supplement offers a "Spectre" to the list of evil warriors in their LOTR game.
10 years ago I stayed in a supposedly haunted house for about a week. On the train ride up to Hospital Field in Arbroath, Scotland we discussed ghost stories. A classmate insisted there was no such thing as a spirits of the dead. A fervently religious fellow, he went on to say that if there were "ghosts" they were more likely to be demons! (I thought that sounded much worse)