I can really only speak to Shakespeare-era staging conventions, but when we get costuming details, they don’t involve bedsheets or shrouds. Hamlet’s father’s ghost is described as wearing full armor when he’s walking the battlements at Elsinore, but “in his nightgown” when he reappears in a more private, domestic setting. Another ghost of a dead father, old Leonatus in Cymbeline, is likewise described as “attired as a warrior.” But for most ghosts (including the three other ghosts who appear in the same scene of Cymbeline), what they’re wearing isn’t specified. Sometimes they seem to have been displaying the wounds that led to their deaths; this is the case with the “blood-boltered” Banquo, as well as Leonatus’s two sons, described as having “wounds as they died in the wars.” But, since stage ghosts also include characters who wouldn’t have had visible wounds (the Princes in the Tower, for example), this can’t have been a constant, either. I think the most consistent visual signal that someone was a ghost was that they were pale: in Francis Beaumont’s 1607 comedy The Knight of the Burning Pestle, a character fakes his death and impersonates his own ghost; the stage directions specify that he should enter with his face “mealed”; i.e., rubbed all over with flour. Horatio also describes the ghost in Hamlet as “very pale.”
A thread from the dawn of this incarnation of the board on this subject.
Wow! I’d say if nothing else, our discussion today is an improvement upon that!
The TV Tropes page on Bedsheet Ghosts touches on this, too:
In Shakespeare’s day, it was common to portray ghosts in armor on stage (this is why Hamlet’s father is often depicted in a full suit of armor in historical depictions.) In Elizabethan England, armor was no longer worn in combat, and the costuming convention at the time was to dress characters in contemporary (Renaissance) clothing. So, by dressing a ghost in armor, the character was given an out-of-date look, and recognized as a ghost by audiences.
I’m guessing armor was a common one, but it sounds like possibly any obviously out-of-date fashion might have been used to portray a ghost on stage.
A full suit of armor has the advantage of hiding the person wearing it, so it could be imagined having only a ghost in there.
I’d query the “common” part – I can’t think of any other stage ghosts that are portrayed in armor off the top of my head. (Old Leonatus is dressed “as a warrior,” but since the play is set in Roman Britain, and the early modern stage occasionally did make gestures toward historical costuming in Roman plays, that may or may not have meant armor. Don Andrea in Kyd’s The Spanish Tragedy is definitely both a ghost and a warrior, but IIRC there’s no indication that he’s supposed to be wearing armor.) I think the TV Tropes page may be generalizing from a single example.
Yes. “The Canterville Ghost” is a gem. His depiction of provincial 19th c. Americans interacting with British society feels almost Twainian:
That short story is also the source of Wilde’s oft-quoted quip that “we have really everything in common with America nowadays, except, of course, language.”
“His Majesty is like a large jam doughnut with cream on the top.”
I hope it was made of English wool.
[VOICE OF ANDY ROONEY]: Ever stop and think that when you watch Casper, the Friendly Ghost, what you’re looking at is a dead kid? 
He’s also a shaft of gold, shining out in the darkness!
Lisa Simpson believes he’s the ghost of Richie Rich who committed suicide over the emptiness of a life accumulating wealth.
Logical, since they’re both Harveytoon characters. 
Nah, Caspar is named Caspar, not Richard. And I’m pretty sure they were contemporaries even if they never actually appeared in a story together.
That was a long time ago. Maybe you have to choose a new name after you pass over to the Other Side.
What about Casper’s cousin? (NSFW):
Couldn’t edit — he’s Casper’s brother.
My kid decided to be a bedsheet ghost when he was 4, on his own. It was his first time actually choosing his costume, and he picked the easiest, cheapest thing. I don’t know where he even got the idea.
I’m somewhat amazed that I know this, but Casper and Richie Rich did appear in at least one comic together (along with Wendy, the witch). They appeared in a special comic published in 1976, celebrating the centennial of the National League. I know, because I had that comic when I was a kid, and it was one of my most treasured possessions.
I do not remember which team variant I had.
Did he cut holes for his eyes in this sheet?