The Haunting of Julia (also known in the States as Full Circle) is a particularly good ghost movie about a young mother who has lost her daughter and moves into a home haunted by a potentially evil girl. It's from the mid 70s and beautifully filmed.
Devil's Backbone, produced by one of my favouries directors Guillermo Del Toro is the story of a haunted orphanage during the Spanish Revolution. It is stunningly filmed in a tense gothic style, acted by incredibly talented cast and has a heartbreaking, but worthwhile ending.
The Orphanage, also from Guillermo. The woman moves into the orphange she grew up in with her husband and son, only to have the boy mysteriously vanish.
Stanley Kubrick's The Shining is a fine ghost story, impeccibly acted by an incredible cast. Jack Nichols, Shelley Duvall and Scatman Crothers all make this an eerie, memorible film about hauntings, isolation and madness.
The Haunting. 1963 I think. Robert Wise directs a taunt thriller as he weaves the tale of a group of psychics and parapsychologists who explore a haunted mansion. This film was remade and sequel-ed, but never topped.
I love horror films, it probably shows.
(David, did you get to check out the new sequel to Outpost 1 and 2? It's surprisingly good!)