If you are talking about poltergeists types or the crawling out of TV types or the traditional floating girl with long hair in white that scares the heck out of you type of spirits, I would say that it will be difficult to solicit any type of constructive response from this forum especially from our brothers and sisters from the more Western part of the world.
However, we Asians believe that ghost and spirits do exists. Buddhism does acknowledge the existence of Petas and Hungry Ghost. It is inevitable that at some stage our Karma is link to one of these entities through past lives and past actions. Personally, I believe that when our karma comes home to roost, proximity with these "wondering" spirits affects us mostly in the form of subtle things like creating sudden animosity among groups of living beings (family), ill-health, bad luck and depression among individuals etc.
If you read some of the contemporary non-fictional Thai literatures on Karma and Buddhism e.g. “Fruits of Karma”, there were also mention of angry spirits that causes road accidents by temporarily blinding people to on-coming vehicles etc. Such stories and believes have been making their rounds in Asia for centuries and do become the bread and butter for mediums, clairvoyants and certainly unscrupulous individuals that take on the ochre robes to make a living out of ignorant individuals.
My point is that it is difficult to answer direct questions on them with certainty because aside from what is mentioned in the scriptures and suttas, a lot of the views on spirits and ghosts are also shaped by different cultural believes, the media, pranksters, personal experience and tales that have been passed on from generation to generation. Better to put such curiosity and energy into pursuing and practicing the path and develop vision, insight, discernment, illumination and knowledge that may one day answer your questions on them anyway.
