A ground fog mist is often mistaken as something paranormal. Mists in photographs that are created by fog are not ghosts.
Ground fog (a.k.a. radiation fog) is formed when the surface temperature of the ground cools after sunset. The cool land creates moisture (think of dew) that may become an airborne mist: fog. The fog appears at night, disappearing during early dawn.
Although fog like this appears eerie, it is not paranormal or from ghosts.
(Thank you to M. Mak for sending us this fine example!)
Click on the thumbnails for a larger image and more information
This misty fog, seen here, appears to be moving above the surface of the ground, making it appear "alive."