I believe in them, having experienced one in my college days.

Alone in the Music Dept building late one night practicing for an upcoming recital, I kept hearing the sounds of jingling keys, like those of a janitor.

Nobody else was in the building, definatly no LIVING janitor. It went on for like 15-20 minutes. I never found another person around.

Completely freaked me out.

Then next day I talked about it with my instructor who told me that a janitor died in the elevator (why a 3 story bulding needed an elevator I don't really know) of a heart attack, a few years before.

The "ghost" for lack of a better term, must still have something left unfinished...