For Oriental adventures styles games, I have a strange fascination with the child-bearing ghost. (Appears as a young woman carrying a child, and asks a passerby to hold the child for a second while she does something. The child grows magically heavier and heavier, and if the person is somehow able to keep his grip on the child for a sufficient time (which will probably require magic, since it weighs more than a horse in short order!), the woman's spirit is released from it's burden and can finally pass on. If he fails, she picks up the child and walks away, and the hauntings continue...)