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For Catholics, ghosts are real, though they don't always fit the mold of familiar ghost stories.
In Catholicism, the word "ghost" can refer to a departed soul, whether they are in Heaven, Hell or Purgatory. St. Thomas Aquinas elaborates on these separated souls in a supplement to his Summa Theologiae.
Souls from purgatory may appear to us to ask us for our prayers, while souls in Hell may also appear, to instruct us or put the fear of God in our hearts. Those in Heaven can appear to us as well, for our spiritual benefit.
Aquinas notes that there is a major difference between saints in Heaven and the damned in Hell.
Essentially, saints in Heaven are fully united to God and are allowed to appear to us whenever it is most fitting. Those in Hell do not have that same union and are only allowed to frighten us when God deems it necessary.
These types of ghosts are not to be confused with demonic spirits, who may appear as ghosts in order to intimidate us and lead us away from God.
While Halloween may seem like fun and games, in truth ghosts are real, though their appearance to us only occurs when it is in the will of God.