If you set out to find a spooky ghost in fairy tales, you have set yourself a difficult quest. Perhaps one greater than the hunt for a firebird. But not impossible.
True, Aschenputtel went to the ball three times because she was helped by the tree that grew on her mother's grave and the doves that perched in it, and she's not the only heroine to do so. Many a hero has been aided by a stranger, or a talking fox, only to learn at the end that this character was a dead man whose burial he had paid for. The Juniper Tree rises up out of the grave of a stepson -- murdered by his stepmother, cooked into a dish that his father ate, and his bones buried by his loving half-sister -- and a beautiful bird sang in it until contriving the death of the murderous stepmother, before turning back into a boy. From which you can deduce that many fairytale dead characters are vivid, colorful, and frequently helpful.
More spooky tales can be found.
Obviously collections of folktales often include ghost tales as well. The Brothers Grimm have a tale of a little girl who walked after her death until her parents realized she was trying to pull on a board in the floor. They pulled it, and opened a hiding place where she had hid the money she had been given to give to a beggar. They gave the coin to a beggar, and she did not walk again. And the line between fairy tale and other folk tales is not strict. Still, there are ghosts that feature in more fairy-tale tales.
There are many tales where the older brothers try to kill the youngest brother after he succeeds in the quest. Sometimes they succeed, though often he is magically restored to life. In tales of The Singing Bone, the reeds growing on his grave, or more gruesomely, parts of his body, are made into a musical instrument that sings of his killers.
The Princess In The Coffin proves that the connection between Sleeping Beauty and vampires is older than modern fantasy, where it is cliche. A princess is born to a king and queen, but a prohibition is violated. Therefore, her body must lie in a coffin in the church for a year and a day, with a sentinel to watch over it, and every night, the sentinel vanishes. One finally manages to survive for three nights, which disenchants her, and she marries him. (This type of tale is most frequently found in Eastern Europe, which encourages folklorists in the thought it has to do with vampires.)
In The Girl And The Dead Man, the household hires the girl not for the usual chores: "she was to be awake every night to watch a dead man, brother of the housewife, who was under spells." After the first two girls bungle it by going to sleep, the dead man sits up and grins of a night, and the third and final girl threatens, "If thou dost not lie down properly, I will give thee the one leathering with a stick," but finds that stopping the dead man takes rather a bit more.
In The Boy Who Set Out To Learn What Fear Is, the boy found more numerous horrors in the house where he stayed for three nights, including black cats and black dogs with fiery chains, half a dead body falling down the chimney (leading him to shout "Hi, up there! there's another half wanted down here, that's not enough;" and the other half fell and joined up), playing ninepins with bones, and more. This sort of dangerous house in fairy tales is more typically peopled by goblins or imps, in tales like The Blue Mountains or The King of the Golden Mountain. Indeed, some of the perils the boy finds might be goblins or imps, but a fair number reek of the grave.
But for the best example, you want to go for a tale of a crafty smith. It has several variants, not all of which have the same ending (which is important). Perhaps it's not even about a smith, but he is always crafty. When he makes a deal with the Devil, he gets a chair in which anyone who sits down can not get up again without his leave. So when the Devil comes for the soul, the smith tells him to have a seat while he finishes his last job. Then he refuses to let him out until the Devil promises to not take his soul.
Perhaps he even tricks Death into the chair the first time Death comes for him. But eventually, Death gets him.
He trudges off to Heaven, where he is not admitted; he made a deal with the Devil. Then he trudges off to Hell, where the Devil refuses to let him in, because they have a deal. He begs and pleads, and finally the Devil gives him one coal from the fires of Hell, in a lantern.
Now he wanders the world forever with that lantern, shut out of both Heaven and Hell. And sometimes this is claimed to be the original Jack O'Lantern.