Ghost stories are probably the most popular among horrors. They first appeared in mythology of various cultures: Ancient Greek, Roman, Egyptian, and then in the lore of many different people. Death as a phenomenon was always popular because of its obscurity. Such issues as afterlife and spiritual connection brought up many myths, and ghost stories are among them. People always believed that those who have something to hold on to on Earth get stuck between dimensions. As they cannot enter Heaven or Underworld, they exist as ghosts.
However, those are not the ghosts we are used to seeing in horror movies. The prototypes of the modern ones appeared in the nineteenth century when spiritualism and gothic literature gained popularity. Famous sééances are the example of rise of the interest towards paranormal. Later, in the age of silent cinema, first ghost movies were made — a British film A Christmas Carol
and a French one The House of Ghosts (1908, both)
. Mysticism, invisible creatures and oppressiveness recall the atmosphere of classic gothic films, dark and creepy.
Through time, different clichés of what ghosts are and what they look like appeared. They are typically pale half-transparent people in old clothes that were cruelly killed or committed suicide. Modern ghosts, nonetheless, can look like actual people in creepy costumes, so you won't be able to tell the difference before they attack. This is the result of evolution: such characters cause a sense of suspense, which is an important part of horror movies.