I don't necessarily have a favorite ghost story, but one that has always creeped out is The Grudge, originally the Japanese Ju-On series of horror films. The story surrounds the a house where a man murdered his entire family after discovering his wife Kayako's love for another man. First, he murdered the family cat with his young son, Toshio, by drowning them in the bathtub. Second, he snapped his wife's neck, making her only able to release a croaking sound. Finally, he hung himself.
The house holds a curse, and anyone to enter it is followed by the victims of the man's wrath. Whoever the curse falls upon is killed, and the curse passes on like a virus, re-born in the house to afflict another. The victims of the original murder were wrongfully killed, and they harbor a rage that manifests itself in victims of the curse.
Macbeth killed Duncan and Banquo in this same way - with no justifiable cause. Macbeth later sees Banquo's ghost. Going on the assumption that this is not a display of Macbeth's insanity, it could be said that Banquo lives on for the same reasons that Toshio and Kayako do. In addition, just as Macbeth went after the innocent son of Banquo, Toshio was murdered despite no faults on his part.
Now, while not a fantastic movie in terms of screenplay, talent, or critic reviews, I like it regardless.
