I just recently watched the first season of American Horror Story, which was way better than I expected (Jessica Lange in particular is wonderful, but the entire cast does a good job). Rather than discuss the series in detail though, here is a review in monster form.
After death, sometimes spirits remain trapped partially in the material world, unable to cross over completely to the next phase of existence (be that some unknown Elysium or only pure nothingness). This can happen either due to black magic or spontaneously out of a particularly horrific death. Ghosts are trapped in incompleteness, forever yearning for that which they sought in life, be it companionship, insight, victory, or something else.
Ghosts have free will but are stuck, to some degree, in the mindset they were in at the time of death. The longer they remain bound to the material world in ghost form, the more extreme this becomes, until they become, to a mortal perspective, insane and completely fixated upon past concerns. All ghost actions should be performed with an eye to the ghost’s longing. Most ghosts are not immediately violent (though some are), but instead are manipulative, seeking to extract from the living what is needed to fill their hollow, unending existence.
Within their domain, ghosts may use minor telekinesis and telepathy at will. They may also physically manifest. This material form should be listed in standard stat block form, and will generally match statistics in life, with several minor adjustments, as noted below. The material form of a ghost will often reflect the method of death (visible wounds, and so forth), though such marks may be suppressed by the ghost with effort or occasionally forgotten. When material, ghosts may be hurt, and even slain, exactly as if they were mortal, though such a death will not permanently destroy the ghost. If slain by mundane means, a ghost will reconstitute within one exploration turn (10 minutes). Despite being dead, ghosts can still feel pain (though it is muted somewhat by their alienation from the warmth of life), and thus being killed often puts them in a foul mood. If slain by magic or mystical means (including holy water and turning), a ghost will take a full day to reconstitute. Every decade of bondage adds another hit die (usually to a maximum of 10), and the difficulty of turning a particular ghost should be proportional to its hit die total.
Ghosts may only leave the location to which they are bound once per year, on All Hallows’ Eve. Otherwise, their influence is limited to the place of haunting or actions taken by mortals in proxy. If this location is a structure, destroying the structure itself may temporarily prevent the spirits from affecting the world directly, but any new structure built on the remains of the old will slowly come to be haunted by the previous location’s spirits. And anyone living long near the ruins will feel a strange compulsion to build on the site.
Anyone slain in a haunted place becomes a ghost themselves, bound to the same location eternally. Such places can become quite crowded. Some ghosts may be laid to rest by righting some past wrong, or satisfying their hunger finally, but others are insatiable, especially if things have been stolen from them that are irreplaceable.