Well I have one, and it really scared the crap outta me.
Here's some background info, just so people will get it. I live in a huge city and our murder rate's pretty high. A few years ago a woman (my friend told me her actual name, but I forgot it) was walking by an ice rink near a bingo hall when she got jumped and murdered.
So my friend and I were at the bingo hall pretty late. It's one of those things where you can go and play bingo really late at night. My friend's dad likes to go and we sometimes tag along. Anyways, we were getting bored (it was like one o'clock am) so we went outside to chill at the park by the ice rink and the indoor area where you can put your skates on. We were walking towards the place where you can put your skates on when something caught my eye. There were these really high up windows, like twenty feet up, that no one could reach, but someone was hanging from one of the windows.
I can actually still see her perfectly ... she had streaming, flame red hair and rolling, mad eyes. Her mouth was open in a silent scream and her skin was parchment white. A rope was hung around her neck and she was slowly swinging from side to side.
I stopped, and grabbed my friend by the arm and forced her to look. My friend saw the woman too and we both ran.
There's my one ghost story. Make of it what you will. It may sound kind of far fetched or feeble, but it has been a few years. I might've forgotten some of the details surrounding it, but I'd never forget how she looked, hanging there like that ...