I definitely believe in ghosts. We used to have one that would help entertain & put our kids to sleep. My oldest is now 7 years old. But when she was 6 months old, me & my (now) fiancee were still living with my parents (we were young parents still getting on our feet - don't judge me) and I heard her crying & waking up in the middle of the night, so as i got up to get her & not wake him i heard a male voice over the baby monitor calming her & putting her back to sleep. At the time my dad often suffered from insomnia - so I assumed it was him since he was the only other male in the house. The next morning I thanked him for getting her back to sleep for me - his response was that he never woke up that night. Neither did my mom, and my brother didn't come over either.
A couple years later - she was about 2 1/2 or so, as I was putting her to bed, saying our prayers singing her a lullaby etc. She just kept staring at a blank wall - and I asked her what she was doing & why she wasn't trying to go to sleep - her response was "I'm waiting for the boy mama" I asked her "what boy" she says "the man". So I proceeded to tell her that there were no boys in the house (my fiancee was working late) it was just me, her & grandma (recently moved back in after a break-up then). So she looked around the room, shrugged then went on to sleep with no problems.
No big occurrences for a few years then after we had our second daughter (she was about 2 months old then) and at 2:00 in the morning my fiancee was putting her back to sleep since he was already up (a friend had stayed over late waiting on a car repair to be finished by a friend) even though he had to be to work very early. After about 30 mins or so he made the comment to her "come on sweetheart you've got to go to sleep, daddy has to sleep" then he heard footsteps go down the hall followed by her mobile crank turning 3 times then start playing. He swooped her up scared half-to-death and made it into the bedroom to me in less than a second. The mobile cranking up happened about 3 more times randomly over the next couple months and only after 10 pm, and only if she gave us trouble going to sleep.
Since we moved we haven't had any real occurrences but I wonder sometimes, because of the strange feelings I get - the same ones I used to get in our old house. Though its never felt threatening, more like family....hanging around keeping an eye on us.