In reply to Lankyman:
For me it is a mystery of the mind rather than an external phenomena.
I listened to Danny's "Witch Farm" podcast and as an English kid growing up in a reasonably remote farmhouse just outside Deiniolen in the 1970s, when Welsh nationalism was (understandably) rife, and eclectic artist-types were two a penny, it resonated deeply.
But my conclusion on the Witch Farm was that it was fundamentally a problem of mental health, not ghosts.