Ghost stories date back to ancient times, and can be found in many different cultures.
One of the earliest known ghost "sightings" in the west took place in Athens, Greece. Pliny the Younger (c. 63 - 113 AD) described it in a letter to Licinius Sura: Athenodoros Cananites (c. 74 BC – 7 AD), a Stoic philosopher, decided to rent a large, Athenian house, to investigate widespread rumors that it was haunted. Athenodoros staked out at the house that night, and, sure enough, a dishevelled, aged spectre, bound at feet and hands with rattling chains, eventually "appeared". The spirit then beckoned for Athenodoros to follow him; Athenodoros complied, but the ghost soon vanished.
The philosopher marked the spot where the old man had disappeared, and, on the next day, advised the magistrates to dig there. The man's shackled bones were reportedly uncovered three years later. After a proper burial, the hauntings ceased.