I can see that if no one has hard evidence that isn't easily hoaxed, or dismissed with rational explanations, the belief or attempt to explain ghost is futile. While at the same time I would believe if ghosts/aliens/any other form of life existed, it would easily be possible for them to exist in a state of matter(or transition through stages of matter, that we don't know exist).
On an side note after googling states of matter, even though wikipedia obviously isn't a credible source, the proposed state of matter "superliquids" show some weird attributes that seem fitting of your typical ghost/alien scenarios(going through seemingly solid surfaces, defying gravity)