Why is it that some people can see or hear ghosts?

Visual and auditory pareidolia can account for most of what people experience as ghosts.

Some people are particularly prone to interpreting experiences of unfamiliar sensory input as a supernatural event. Pareidolia is the same psychological phenomenon that lets us see bunnies in the clouds, faces in the moon, and (hopefully) tigers in the jungle. We've evolved in an environment where a false positive is less costly than a false negative. If you think you see a tiger in the jungle and it's just a guy in a suit, then you haven't lost much--but if you think you don't see a tiger in the jungle and there is one, you may not live long enough to procreate. Through this sort of selection evolution has favored the skittish, the watchful and the wary--this includes seeing or hearing ghosts, bigfoot, Elvis and so on.