Many people want to know where ghosts come from and this post presents my ideas.
The Traditional Theory
There are many different conjectures about ghosts, but the most common thought is that a ghost is the spirit of a departed person that has been somehow trapped between this plane of existence and the next. I'm not sure why spirits would be trapped, but this explanation has been accepted for centuries. In general, there are two different types of ghosts, and Tombstone has an abundance of both:
Intelligent. An "intelligent" haunting is a ghost that seems to know something about its own state and what is going on in the environment. It often moves around objects, like furniture, rather than through them and seems to have a purpose for appearing. These types of ghosts frequently contact humans by using a medium and send a message to the living. One special type of intelligent haunting is a poltergeist, which is a ghost that can physically interact with the environment and is often somewhat mischievous. I occasionally hear stories about things that have been moved in an unoccupied room, like guests who tell me that something like shoes are moved in their rooms while they are out, but poltergeist activity is rare in Tombstone.
Residual. In contrast to an intelligent haunting, a residual haunting is a ghost that returns periodically and performs the same action on each visit, something like a film being repeated over and over. In contrast to an intelligent haunting, a residual ghost will move directly through walls, vehicles, or whatever else is in the way, as if the ghost is not aware of its surroundings and is simply reliving something from the past. Tombstone has several well-known residual hauntings; for example, there are reports of an elderly woman dressed in clothes from the 1940s who is sometimes seen at dawn standing at the edge of Allen Street between Second and Third. She is only there for a few minutes and simply looks up and down Allen Street several times, as if she is waiting for a ride to go somewhere. No one seems to know who this woman is or what she is doing here, but when she shows up, she tends to startle people who are not expecting to see a person there at that time of day.
A Modern Theory
Ground-breaking research is being conducted in both physics and metaphysics which informs our understanding of ghosts. Tools available to science today, like the CERN nuclear research laboratory and the Hubble telescope, were not even imagined just a few decades ago and they significantly improve our understanding of the paranormal. We are, truly, entering a "Golden Age" of paranormal research that has never been possible before now.
One promising new field of inquiry involves the possibility of parallel universes. One interesting idea is that there can be an infinite number of universes that are remarkably similar to our own but, due to the Butterfly Effect, have evolved slightly differently. In those universes closest to our own the difference may be minimal, such as how people dress or their form of government. Those universes would have, in turn, parallel equivalents that would be slightly different from them. If travelers could somehow hop from one universe to the next, they would find that each visited universe would become more and more bizarre when compared to their own.
If parallel universes are eventually proven to be true, then an exciting new idea about ghosts becomes possible. Perhaps a ghost is nothing more than the momentary interaction between our own universe and the closest parallel. That interaction could be sensed as a fleeting light in an observer's peripheral vision or, if the interaction is much stronger, it could be sensed as a spectral shape that becomes visible to a wide group of people. Of course, there are a wide variety of other interactions possible, depending on the quality of the connection between the universes. The interacting universe would be our closest adjacent one and it would be similar to our own, with, maybe, just one weird difference, and that would be the source of confusion for people experiencing the interaction. For example, the interacting universe theory could explain why a poltergeist would move someone's shoes if in that parallel world shoes belong in the sink or refrigerator or somewhere "strange" to us.
Developing this concept even further, perhaps death is nothing more than the movement of a spirit from this to a nearby parallel universe where it starts a new existence. In that case, if the spirit has an urgent message for those left behind it would attempt to get that message back to this universe and that could explain things like mediums who communicate with departed loved ones. Perhaps our lives are merely an eternal shuffling between multi-verses and some of those would be heavenly while others would be hellish. This understanding of the grand cosmos would explain many religious and secular experiences, including such wide-ranging phenomena as angelic appearances, extra-sensory perception, and unidentified flying objects.
At any rate, parallel universes may not be the best explanation of the presence of ghosts and other paranormal activity, but it is at least an area that deserves more thought and investigation.