Is there a ghost? Like white lady, vampire, etc.

All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad is His slave and Messenger. We ask Allaah to exalt his mention as well as that of his family and all his companions.

If the questioner means by ghosts the belief that is prevalent in many countries where people believe that whoever is killed will appear as a ghost after his death, then this is just a superstition. The vampire and the like are just imaginary figures of western cinema. What some people may see in the desert are the Jinn. However, a Muslim should have trust in Allaah and rely on Him, and he should not fear anything. Imaam Muslim reported that Khawlah Bint Hakeem narrated that she heard the Prophet saying: "Whoever lands in a place and says: "'I seek refuge in Allaah's perfect Words from the evil He has created', nothing will harm him until he leaves that place."  

Allaah knows best.