It is not unusual to see the ghost of a loved one after they have entered the realm of death, in fact, some recent research suggests that this is actually a very common experience; although they claim that these ghosts are hallucinations brought on by grief.
Of course it is likely that in some cases this is true, but it is difficult to believe that they could all be hallucinations, due to the different believe structures around the word about life after death. Even atheists, and those who believe that biological death is the end of existence have witnessed ghosts.
Aside from these facts, grief can account for only a very small percentage of ghost encounters, as many times the witness may have not had a recent loss, or have no connection at all to the deceased.