I do and I have.  It is one of the reasons why I received a diagnosis of schizophrenia at HCMC many years ago.  But then again, that doesn't explain why the visiting bat at my wedding answered to my great grandmother's name.

In Puerto Rico, ghosts were viewed as a normal part of life.  You talk to dead relatives on a regular basis.  You light candles at your local Catholic Church to guide your wayward loved ones back to purgatory.  Your Santera neighbor conjures up ghosts to battle her demon conjuring arch rival.  Until American and Evangelical influence finally started putting nails on the coffins of Puerto Rican culture in the 90's, ghost were pretty much a non-issue unless they pestered you, or you needed them. 

I always found the American interest in making ghosts out to be supernatural entities, rather than boring natural phenomena, to be bizarre.   Likewise, I find it weird how mainstream American science goes out of its way to say, "there's no ghosts end of discussion." There's this weird notion that using different terminology to describe the same phenomena somehow makes it non-existent.   That's just as silly as some chick saying, "This dress isn't dark bright red, it's crimson."

I think ghosts are an example of the difference between Latin American fatalism (you're destined to die anyway, so enjoy life while you can) vs. the American cult of youth.  People in the US are petrified of death, and the voyeuristic/fear-based interests in ghosts (which are probably just memories and projections of one's own consciousness) is so pervasive.

Added: Gino brought up an excellent point in the comments, that I also think has a big influence on the Latin American view of the afterlife.

"may i disagree on point, but not substance?

latin america is heavily catholic. catholicism, with its reverance for saints and Holy Apparitions, contains within itself an easy acceptance of ghosts, even if the church has no doctrine concerning them. in short, The Faith is officially rather silent, but its followers are maleable to their real life experiences.
by contrast, protestantism is rather sterile on after life issues, and have rejected books of scripture that contain fodder for such belief in saintly/next worlder intercession.

american culture is largely protestant centered. catholics have never played a major role in mainstream media presentation. the opposite is true, actually, where the various mediums have 'sterilized' the public presentation to appeal to greater consumption. as a result,protestantism is considered 'normalism' in the american mind.

this is likely what is happening to puerto rico. increased americanism equals a watering down of public spiritualism to its lowest common (and thinist) denominator.

notice how places like new orleans, with their heavy catholicised cultural roots, are more prone to ghost stories?
just an shallow observation on my part, and not a researched study by any means.

Gino!"