Sony Pictures
But for some, believing in ghosts is way more real than a simple Halloween prank.
According to a Gallup survey from 2005, about three out of four Americans harbor at least one paranormal belief. And a Pew Research Center survey from 2009 found that 29% of those polled said they were in touch with the dead, with 18% saying they've seen a ghost.
So what is it that makes us susceptible to these beliefs, despite any evidence that they're real?
It has a lot to do with how our brains are wired
Barry Markovsky, a sociologist at the University of South Carolina, told Business Insider in 2015 that the human mind tries to create patterns to make sense of information that's muddled.
"Ghosts are almost always seen under ambiguous circumstances - such as in poor lighting, or when we're just waking up or falling asleep, when our senses are not at their peak function," Markovsky said.
Basically, those who have encountered a ghost are most likely expecting them. That's why they show up in the places we'd expect: haunted houses, or in the places our loved ones used to frequent.
It's related to what we think happens to us after death
Ghosts tend to be the the most common supernatural belief present among different cultures, Benjamin Radford, deputy editor of Skeptical Inquirer magazine and author of "Scientific Paranormal Investigation: How to Solve Unexplained Mysteries," told Business Insider in 2015.
And that might have a lot to do with their relationship to the afterlife, which is also a common tenet of most major religions.
In 2014, Dutch researchers looked into this. They also studied the idea that we're more susceptible to see something supernatural when we're looking for it. They ran five experiments, testing to see if participants who were religious and not religious had supernatural sightings after being presented with a number of words ("demon" or "spirit," for example).
By the end, the researchers were able to conclude that giving those supernatural words did have an effect on what religious participants saw, though the words didn't have the same effect on those that weren't religious.
Some seek the thrill of it
Hopper Stone/Sony
Of course, another reason people believe in ghosts is the same reason that people like to watch scary movies or play Bloody Mary in girls' bathrooms: for the thrill of it.
There's a word for buying into these scary stories: legend-tripping. Basically, people do this because they know they're not in any real danger, Radford said.
But that's the confusing thing about our many perceptions of ghosts: Are they out to harm us, in which case we might need some "Ghostbusters" to save the day? Or are they harmless lost spirits?
Many ghost hunters see themselves as "traffic cops for the afterlife," Radford said. Instead of believing ghosts to be evil, they think of them as spirits that have simply gotten lost on the way to the hereafter.
As Radford put it, "If you're genuinely terrified of ghosts and think they could kill you, why the [heck] would you go looking for them?"
Of course, movies and TV shows about ghost-hunting, which are often presented with very little skepticism, aren't helpful.
It's all good fun, but as Radford said, "Don't believe everything you see on TV!"
Tanya Lewis contributed to an earlier version of this post.