Do you believe in ghosts? I'm not sure whether I do or not, but I must say that some of those American Haunting shows on TV really give me goose bumps. I've never encountered a ghost or been in a haunted house, but as I listen to people recount their experiences on "A Haunting in (wherever)," on TLC I'm almost always certain that they must have experienced something real. Watching those kind of real true ghost stories late at night is always a great way for me to ensure myself of restless sleep and nightmares.
Shared hallucinations are a real phenomena documented by psychologists around the world, but hallucinations don't produce eerie images in the backgrounds of your photos, make objects fly off shelves, or scare off the priests. It also adds credibility to haunted house stories that the houses often upon later investigation turn out to be built on places that seem like they would be very likely to be haunted. For example, the house which was the sight of the true Amityville horror was later discovered to have been built on an Indian grave yard, and a haunted house in Maryland haunted by the ghost of a soldier turned out to have been built on the site of a civil war hospital. Finally, parapsychologists have spent the last 50 years tyring to discover scientific methods to investigate the paranormal and have really come up with some exciting ways to measure it, such as by looking at changes in the electromagnetic fields of a room, and by recording temperature changes in places thought to be paranormally active. Though the study of the paranormal is not acknowledged by most main stream scientists, consistent findings like those discovered using these methods add a great deal of legitimacy to the study of ghosts and the investigation of ghost stories.
I'm not really certain that I believe in ghosts because I've never encountered one myself, but given the spine tingling experiences of so many real people, I'd much rather just keep it that way and enjoy hearing the fascinating stories that others have to tell.