I've personally experienced the "shadow man" phenomenon twice in my life, both times in my youth. The first was when I was eight, very shortly after the death of my paternal grandmother. I woke up in the night to find a figure standing in the doorway obscuring the hallway light. One thing that I remember vividly is that, despite the fact that the figure was opaque and clearly delineated (no blurry outline as is sometimes reported in similar circumstances), the figure itself cast no shadow on the floor. However, I question how much of this might have been a waking dream.
The second time was definitely not a dream. I was ten or eleven, I don't recall exactly. To get a clear picture of what happened, a basic understanding of the layout of our cottage is required. The toilet was at the end of an L-shaped corridor (the same one from the previous occasion) which led to the dining room, which was situated at the center of the cottage, and the doorway to the kitchen was on the opposite side of the dining room, making it just visible if standing by the sink, which is where I was at the time. It was nine or ten in the evening and I was preparing to sleep when I caught movement out of the corner of my eye. I turned my head just in time to see a figure walk into the kitchen. At first, I thought it was my mother scrounging a snack. When I went to the sitting room to wish my parents a good night, I asked my mother what she got offhandedly, to which she looked at me rather queerly and said that she hadn't been to kitchen since putting the dinner scraps away. It's an event that she still brings up to this day.
Despite these two occurrences, I do not believe at all in ghosts, as is commonly understood in modern parlance. I believe there are two types of supernatural apparition: religious and diabolical.