Not my story, but my brother's...
I have three younger siblings (one sister and two brothers). My whole family went on our annual trip to South Dakota. We decided to hike up Mt. Coolidge. The hike is about a mile and a half up a twisty gravel road, so sight is limited. Since we all walk at different speeds, we all got somewhat separated from each other. I was way ahead of everyone. At some point, my brother (F) looked back to see how far behind the other four people were. F only saw my dad and other brothers (D) walking together. F continued up the mountain. Eventually, I and my two brothers met at the top of the mountain. F asked D where our dad was. D had absolutely no idea what F was talking about. D said our dad was at least a 1/4 to a 1/2 a mile behind us the whole time. Our dad eventually made it up the hill and confirmed that he had never walked with D. To this day, F insists he saw a ghost walking beside D. Creeps me out because we were in the middle of the Black Hills in the middle of nowhere.