Yeah, I do.

My two stories:
I lived in a 200 year old castle in CZ, with 900 year old foundations, and there was definitely someone sharing my room. Probably plenty of others around in the castle's other 40 rooms, but that was the one I was close to.
Also, driving through Galston Gorge one night we (three of us, although admittedly 18 year olds) saw someone right down the bottom, at the bridge.

I loved the old Ghost tours they did at the Quarantine Station in Sydney.
I just love any ghost stories. I'm a total believer, and I always have been.