Personally, I do. I’ve had a couple experiences that may or not validate such a thing for other people, but I have my stories.
- Queen Kaa’humanu Shopping Center on Maui is said to be haunted. I’ve heard stories of videogames at the arcade here turning themselves on at night, sounds of footsteps and the like in the corridors below the mall, and a toilet in the back room of one store flushing by itself.
A number of years ago, there was a store on the lower level that sold antiques. Now, this store occupied a section that never stayed around for long: every store that occupied that area eventually closes down, and reports from those vendors and people who work there always says that they have uneasy feelings being there, sensations of being watched, and other just odd heebie-jeebie feelings.
Now, the antiques this store sold were of Asian origin: China, Japan, Taiwan, et cetera had roots in their goods. It wasn’t long before word got to me that the doors at the entrance would rattle at night. Thinking this was a fun opportunity, I stayed at the mall after closing up the store I worked at, and headed over with my cousin and some of his friends in tow.
Sure enough, when we got there, we could hear the doors rattling. I put my hand up between them to feel for air currents. Nothing. I set my hand against the doors and pushed. It stopped the rattling for a second or two, but then they began to rattle harder than before. I pushed harder, but then it seemed to push back with more force against me.
My cousin, meanwhile, was trying to take a picture with his cell phone. However, every time he tried, it would give him an error message. If he stepped away about 20 feet and tried again, it would again work, so being near the doors meant that something was causing his phone to malfunction. I was witnessing this phenomenon myself the whole time.
Getting an idea, I asked for his phone, and turned the program on again, only this time I used the camera as an electronic ‘eye’ without trying to take a picture. What I saw was pretty interesting:
Standing about three feet in front of me, past the doors, was a ghostly image of a figure in Chinese-styled ancient armor. I could see from around the upper-chest section and up. The helmet he wore had tassels, and I could see the slats in his armor on his chest. He stood maybe as tall if not a little taller than I. I could make out some facial features, like a mustache, but that’s about it, kind of ‘blurred’.
Of course I was more ‘Woah…’ than 'Get me out of here!" at the time, I guess ghosts fascinate more than frighten me, so I did the only thing that came to mind:
I waved at it. 
- Iao Valley is believed to be haunted by quite a number of people, especially the extremely superstitious. Burial sites are said to be hidden throughout the valley, and the Battle of Kepaniwai was extraordinarily bloody.
One day I went there with my brand-new digital camera, and a friend was along for the fun. I wanted to take some photos of the river, some greenery, some flowers; you know, a nice day out. Now, the parking lot is on one side, then you go up a path to the bridge that crosses Iao Stream to continue going in deeper.
So I started taking pictures along the way, mostly of myself and my friend, everything is going great…
…until we cross the bridge; or, in a better way of saying it, cross over the river.
Immediately my camera starts malfunctioning. Every picture I take after the bridge comes out blurry and out of focus, no picture comes out right, as if something was interfering with my shots and my camera. I had an idea it was the ghosts of the place, which made me upset that they would screw with my nice shots. 
After about half an hour, we leave. As soon as we cross back over the bridge, I try some shots, and my camera works fine again. They say ghosts can’t cross water. Interesting coincidences there.
So yeah, those are my stories. May not be proof for you, but they’re good fun for me. 