There are many references to ghosts in ancient Roman mthology.

In 44 B.C., Brutus, an army general, spearheaded a plot to murder Julius Ceasar.

On March 15, he and his co-conspirators stabbed Caesar to death.

Shortly thereafter - Brutus was visited by a huge apparition/ghost claiming to be Julius Caesar, and who then revisited him the night before battle. The purpose of the vision became clear to Brutus, who took it as an omen of doom. The battle was lost and Brutus killed himself afterwards. In Shakespeare's Julius Caesar the phantom is described as being that of Julius Caesar

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