I really loved this, from Pliny the Younger, via The Lion of Chaeronea:
There was a house at Athens that was large and roomy, but infamous for its pernicious atmosphere. Through the silence of the night the sound of iron would come, and, if you listened more keenly, the clanking of chains would echo, first at a distance, then near at hand. Soon a phantom would appear- an old man worn away with starvation and squalor, his beard long, his hair bristling; he bore fetters on his feet and chains on his hands, which he would shake. Then the inhabitants would spend gloomy, ill-omened nights awake in fear; sickness would follow on their wakefulness, and then, as their dread swelled, finally death would come. For even during the day, although the apparition had departed, the memory of it would pass before their eyes, and their fear lasted longer than the fear’s causes.
Subsequently the house was deserted and condemned to emptiness, given over entirely to that monstrous apparition; nevertheless it was advertised, in case someone ignorant of so great an evil should wish to purchase or rent it.
A philosopher called Athenodorus came to Athens and read the listing. When he heard the price, since its cheapness was suspicious, he delayed and learned the whole story; then he rented it nonetheless- nay, all the more. When evening began to draw on, he ordered his bed to be laid out in the front part of the house; he requested writing tablets, a stylus, and a lamp; then he sent all his servants into the inner rooms. He himself devoted his mind, eyes, and hands to writing, lest his mind, left unoccupied, should imagine the apparition he’d heard of and create empty fears for him.
At first, there was the same night-silence one would find anywhere; but then the iron began to be shaken, the chains began to be moved. He didn’t lift his eyes or cease his writing, but strengthened his spirit and tried to ignore the sound. Then the noise increased and grew nearer- now it could be heard as if it were on the threshold, now as if it were past the threshold. Looking up, he saw and recognized the phantom he’d been told about. It stood there and beckoned to him with its finger, giving the impression of trying to speak. He, however, indicated with a hand motion that it should wait a little while, and returned to his wax tablets and stylus. The phantom rattled its chains above his head as he wrote. Looking again, he saw it beckoning just as before, and delaying no longer, he picked up the lamp and followed it. The spirit made its way with a slow walk, as if burdened by chains. After it turned off into the courtyard of the house, suddenly it vanished, leaving Athenodorus alone. He marked the spot with grass and leaves that he plucked.
The next day he approached the local magistrates and advised them to order that site to be dug up. Bones were found, fitted into chains and intertwined with them- bones that a body grown rotten with age and soil exposure had left bare and eaten away by the fetters. The bones were gathered and given a public funeral. After the shade had been put to rest in the proper manner, the house was plagued by it no longer.