The Lady In White- The Lady In White haunts the Vallecito Station in Anza Borrego Desert State Park. She died there.

The Phantom Stage of Carrizo - It is said that a phantom Stage forges it way through the Carrizo Wash and passes through the original location of the Carrizo Stage Station located in Anza Borrego Desert State Park.
The White Horse Ghost of Vallecito - The tale of a white horse ghost who continues to haunt the Vallecito Station looking for his master who was murdered in a gun fight and shot dead from his back.
The Ghost Lights of Borrego - Mysterious and unexplained lights that have been seen since 1858 on Oriflamme Mountain in Anza Borrego Desert State Park. Similar reports have been reported over the years. The accounts are always slightly different, but the general description of the sightings is the same.
The Eight-Foot Skeleton - If you find yourself between the Superstition Mountains and Seventeen Palms you may encounter a skeleton ghost wandering the desert carrying a lantern. Many accounts have been told over the years of similar sightings in the same area.

Ghost Dancers at Yaqui Well - During the warm summer nights when a full moon rises in the desert sky ghost dancers have been seen at Yaqui Well in Anza Borrego Desert State Park. The Ghost are emigrants who were traveling from Yuma, AZ to California. They died at the well site.
Tombstone, AZ
On a trip to southeastern Arizona, you just might want to bring your infrared film, an open mind, and plan to spend a night or two in Tombstone.
Tombstone, AZ is home to many ghosts and haunted places. The famous Birdcage Theater has had hundreds of visitors recount hearing people singing and talking in the box seats above the stage. There are dozens of testimonies by both tourists and employees of the theatre seeing people wearing clothing from the 1800's and numerous sightings of a man wearing a visor walking across the stage.
A number of other buildings in Tombstone are also haunted. There have been sightings of ghosts in the Boot Hill Cemetery, The Aztec House Antique Shop, Big Nose Kate's Saloon, Nellie Cashman's Restaurant, The Wells Fargo Bank Building, and Shieffelin Hall to name a few.
Click here to read more about Tombstone's ghosts.
Other Haunts in the Desert Southwest
Arizona
Dragoon Mountains
Between the Dragoons and the town of Wilcox, Arizona, a phantom train makes its trek across the plains. This phantom locomotive has been both seen and heard by scores of people throughout the years. Trouble is, there never was a train that ran these parts, and there is no track. It is known as the Phantom Train of Dragoon.
Bisbee
Located in the copper mining town of Bisbee, the Clawson House Inn claims four ghosts. Mrs. Clawson is said to haunt the grounds, as well as three miners who were murdered at the small inn in the 1890s. Besides the Clawson ghosts, the Oliver House Bed and Breakfast is the residence of five spirits. Originally a mine office, this building became a boarding house and a colorful history evolved. Reportedly, most of the ghostly activity takes place in the area surrounding Room 13.

Jerome, AZ
There is a good reason that Jerome is known as a Ghost Town. A number of buildings in the town are haunted, so if you are up for a day of ghost hunting, this would be a good place to look. The United Verde Hospital on Cleopatra Hill is loaded with apparitions and unexplainable noises. Moans and other frightening sounds reverberate through the hallways, and ghostly figures float through the corridors.
Phelps Dodge Mine near Jerome State Historical Park is home to Headless Charlie, the ghost of a miner who apparently "lost his head." The Community Center has so many ghosts that it is locally known as Spook Hall. The Old Company Clinic houses ghosts of former patients, doctors and nurses. And often, just around dusk, a phantom spirit is seen standing in doorways of the Old Episcopal Church.
Phoenix
In 1928, 22-year-old Leone Jensen, distraught over a broken love affair, jumped to her death from the roof of the then new San Carlos Hotel on North Central Avenue. Her white, floating form still roams the grounds. There are also reports of children running through hallways, and the sounds of laughing children coming from within the rooms. This might be explained by the fact that the hotel was built on the site of the first elementary school in the city.

Superstition Mountains
The famous Lost Dutchman Mine has countless stories and legends of not only prospectors searching for gold, but of early Spanish explorers, Mexicans in their quest for treasures, and of the Thunder God the Apaches say lives in a cave of gold. More than 75 people have lost their lives searching for the Lost Dutchman Mine through the years, some of them tragically and involving murder. Ghosts abound in the Superstitions. The Lost Dutchman Mine State Park is located outside of Phoenix, five miles east of Apache Junction on Highway 88. Lost Dutchman Mine - Superstition Mountains
Nevada
Rhyolite
The ghost of Tom Kelly has been seen in the Bottle House of the once prosperous mining-town-turned-ghost-town Rhyolite, Nevada. Several other spooks make their presence known here at times, especially around the empty vault at the old ruins of the Cook Bank Building. Rhyolite is approximately 85 miles northwest of Las Vegas off U.S. Highway 95 on Highway 374.
New Mexico
Santa Fe
Santa Fe is another city loaded with ghostly lore, almost too numerous to list. Hauntings are reported at the La Posada Hotel on East Palace Avenue, the Night Sky Gallery on Canyon Road, the Laguna Pueblo Mission, the Grant Corner Inn (especially Rooms 4 and 8), the Church of San Miguel, La Fonda Hotel, the Three Sisters Boutique and the Legal Tender Restaurant and Saloon located in the central part of town. A phantom headless horseman is reported to roam Alto Street, riding down to the Santa Fe River.
Shiprock
Along U.S. Highway 666, also known as the Highway to Hell, a ghost car has appeared during full moons and reportedly run other cars off the road. Another apparition of a mad trucker roams the highway, and the phantom of a girl in a nightgown vanishes from sight when motorists stop to help her. Extra caution should be taken when traveling on this spooky route.
California
Death Valley
The ghost of old Joe Simpson, hanged by a lynch mob for murdering the town banker, wanders what is left of the town Skidoo. The only items marking this gold mining town now are a cemetery, a mill, the abandoned mines.... and Joe. Skidoo is located off California Highway 190 south of Stovepipe Wells.

Joshua Tree
Besides being a lively area for UFO sightings, ghostly apparitions have been reported wandering the the sacred Wind Cave near Barker Tank in the Moronga Valley.
Mojave
Quite a different ghostly tale, there is a phantom of a very large 7-foot-high deer that has been spotted time and again by hunters in the Kelso Valley area. This giant stag makes no sound and leaves no footprints.
Texas
Nine miles east of Marfa, Texas out on the Chihuahuan Desert at the base of the Chinati, Mountains, people gather to watch small, ethereal, lights floating through the night air with no apparent source or explanation.
The Ghost Lights of Marfa, as they are now called, were first reported more than a century ago when Robert Ellison, one of the area's first settlers, witnessed these mysterious glowing orbs in 1883. But they apparently existed before that, for the local Apache are said to have believed the eerie lights were stars dropping to earth. More...