The show you mention, "Most Haunted", I find to be the most mind-numbing piece of tripe to ever grace the TV screen. Everything they ever discover can be rationally explained, and they try to pass off pieces of dust and camera glitches as "orbs" to get the public excited. It's pure comedy and laughable, even moreso when you consider many are gullible enough to take it seriously. Never once have they found anything conclusive, and they never will. Why? Becuase in my opinion ghosts don't exist. They are a form of hope for many in much the same way as belief in religion and the afterlife is for many, and sprung to prominence in the late Victorian era when spiritualism was a popular pastime for many. The belief that ghosts of the dead walk amongst us is an off-shoot from modern monotheistic religions such as the big three (Judaism, Christianity, Islam). As a rational human being of course I conceed there are unexplained phenomena out there than we still don't understand, but I highly doubt any of it is caused by dead people floating about everywhere and long gone family members zapping into the head of a dead scouser making him look like a loon (and incidentally talking perfect modern English no matter which country or period of time they are from). As I mentioned earlier, the show is pure unadulterated comedy, nothing more. And even if you do find it necessary to believe in ghosts you've quite clearly far more to fear from the living than the dead given the murderers, burglars, rapists, bad drivers, politicians and crack heads out there.
Edit : I remember the Haunted Lincoln from when I was a child. I sat in my room and recorded a radio show about it where you could hear all of the switches clicking when the hangar was empty.
