I only have one half-way decent ghost story, and it really isn't even all that great.
My brother and I were visiting my aunt and uncle in El Paso, TX and my uncle had business to attend to in Las Cruces NM, so we decide to tag along. He takes care of business and we all head out to lunch in the old part of town, known as Mesilla.
Mesilla has one of those great plaza areas that has now become a tourist haven, with lots of people hawking gaudy Billy the Kid t-Shirts and ristras of red chiles. My brother Pat is a professional photographer, so he go everywhere with some camera or another strapped around his neck. This time he had his manual SLR Nikon--this was pre-digital days, so he actually had film loaded in it.
So Pat is snapping photo after photo and finally has to change the film. My uncle brings us to one end of the plaza with an old bar (Double Eagle or Silver Eagle or something like that) that is supposed to be haunted. So outside my brother reloads his camera and does the usual loading procedure where you close the back, advance the film, click off a few pictures and you are ready to go.
We go inside and me and my uncle walk around the place looking at various oil paintings on the walls with some guys in military uniforms. We poke fun at pretty much all of them and joke about the "ghosts".
I see my brother pointing his camera trying to take photos of the nice bar area (complete with brass rail and dark wood, the big mirror behind it). So we come over and he seems to be advancing the film and taking photos of the floor.
I thought to myself--What the heck? You just loaded it Pat, WTH are you doing? We walk out and head back to the car, so I ask him why he was advancing the camera after he just loaded it.
"I wasn't. The camera wouldn't work when I pointed it at the bar, and as soon as I pointed it at the floor the shutter snapped and the film advanced on its own"
My uncle and I look at each other like "Uh-oh" we probably upset the ghosts in the bar by making fun of the paintings.
Found a link with the paintings
http://www.desertusa.com/mag01/jan/stories/ghost.html