I talked about this in another thread a little while ago.
Things like, if you get your hands on the sword of an old hero of legend who grew attached to the sword, she might haunt it in death. Then she might demand you prove yourself worthy of wielding her sword, but if you get to be good drinking buddies with the ghost, she'll even go about teaching the way of the sword to you if you're still new to the job. She'd stay up at night, make sure no bogeymen run off with her sword... oh, and I guess make sure they don't kill you too by waking you up in time, if she has to.
I'd also kind of like to see a more mundane version of this, though.
The old fortress historian still walks the halls, boring people with stories of the history of the region. He especially likes the statue garden and engraving rooms, where monuments to historic events took place.
The herbalist's ghost still walks out in the fields at night, especially where the goblin ambush cut her down, looking for the best berries, or just stopping to admire the flowers. Maybe she'll help gather some for the rest of the fortress when she forgets that she's dead every now and again, but she keeps dropping them off in the place where the old stockpile used to be.