There is an entire classification of spirits known as ghost lights (also known as spook lights). The stories come from around the world. Pennsylvania has its share of ghost lights.
Beil Hill in Mercer County has a ghost light that is said to dance and flit about. People have long come to watch the light dancing through the woods on Route 58. The legend is that one night in 1880 a young woman driving a buggy wrecked and was crushed to death. Since then she has haunted the site. But she has not only haunted the road and woods, a nearby house is said to be haunted as well. The house was supposed to be the place the young woman had just left before the accident. The house was her sister's home at the time. The poor, dead woman is also said to haunt the house, too. Locally the ghost is known as The Lady and the Lantern and it is a well established story in the Greenville Township area.
In Fulton County there was a tradition that if a person saw ghost lights or ghost fire and followed it, they could become rich. It was said that if you were brave enough to follow the lights to where they disappeared you could dig there and find treasure. It was believed that those who died with a secret stash of money left unclaimed could not rest until they had given up their gold to a living soul.
Hansell Road in Bucks County used to host a bluish light said to be a spirit. For many years the little dirt road was a favored destination for the ghost hunting ilk. People would park the car and wait in the dark for the green light to appear in their rear view mirror. The column of light would suddenly drop and splatter on the road. It disappeared and then reformed a little further down the road. Sadly, the township paved the road and since that time the light has no longer been seen.
If you have a spook light in your area, please share the story so that I can share it with others. I can't wait to see what other ghostly lights are in Pennsylvania.