I have watched many of so-called ghost hunter shows. They will go to a reputed haunted location and using a variety of methods try and coax a ghost or two to make themselves known. Sometimes they have a “psychic” along with them to try and make contact with the spirit which seems to be hanging around. Mostly it is just staged for the camera (or they add effects to make it look real). However in the interest of science, The Muppet Science Lab is on the case. Poor Beaker. He always ends up suffering for science.
If you want to see one less comedic but certainly scary one, check out this episode from the old Tales of the Crypt where a reporter goes inside a haunted house and finds out it really is haunted.