And no, I'm not going to say anything about smelly supernatural apparitions ("what are they feeding you?"). Turns out that scientists believe that some gases like methane can cause people to believe they're being haunted. One case, described in Discovery News, tells about a family that lived in a house near a garbage dump. They experienced headaches, reported bursts of fire that singed the walls and smelled noxious odors that resembled brimstone. It was later explained that infrasound and electromagnetic waves only explained some of the issues in the house under the high-tension wires. The seeping gas from the garbage decomposition was the cause of the other "haunting" occurrences.
~Ally