The Haunting
Definitely second Kwaidan. My favorite segment is “the Tale of Hoichi the Earless”.
“The Haunting” (original with Julie Christie and Claire Bloom)
“The Shining” (I don’t buy the theory that it’s all happening in Jack Torrence’s head; I say the Overlook is Hell/Limbo)
Another second for “Carnival of Souls”
For more light-hearted ghosts, there’s “Topper” starring Cary Grant.
Nitpick…Julie Harris. 
Yeah, that would have been a whole nother movie, with Julie Christie as the repressed spinster (but beautiful and with a fabulous figure). I don’t think Claire Bloom’s character would have been able to keep her hands off…
On the other hand, there’s Don’t Look Now with Julie Christie and Donald Sutherland, which may be about a ghost, or may be about a creepy, serial killer-little person.
Hmm. Claire Bloom and Julie Christie.
Oh, BTW: Ghostbusters. Both versions.
Does Spirited Away count? If not, then Beetlejuice.
I like everything that’s been mentioned so far. How about Ghost Story. “Dance with me, you little troll”. What an underrated gem.
I came here to recommend The Changeling. I think it holds up very well. It’s a classic, timeless ghost story.