Or gas, Mr monkey i'm with you, however just because there is no proved scientific theory that ghosts can pass through solid walls etc, it don't mean that they cant exist full stop?
So i did a bit of reading...
EMF Flaws. An explanation of the way ghosts could be created, (all speculation still)
Articles ~ Hypothesis and Science articles ~
http://www.paranormalresearchonline.com/ghosts.html