As a skeptic, all I can say with confidence is that when one considers the requirements for a ghost story to be true, the most reasonable position is that there is a naturalistic explanation for all these stories, but we often do not or cannot have all the details necessary to provide that explanation. We must rely on anecdotal evidence, which is always incomplete and selective, and which is often passed on by interested, inexperienced, superstitious parties who are ignorant of basic physical laws. Thus, there will always be stories like the "Bell Witch" story that attract much attention, especially when made into movies, that will lead many people to think that maybe there is something to this one, even if all the other ghost stories are false. The "Bell Witch" is alleged to be "a sinister entity that tormented a family on Tennessee’s frontier between the years of 1817 and 1821."* The likelihood that we don't have all the evidence in this case is proportionate to the number of years that have passed since the events allegedly took place.

http://www.skepdic.com/poltergeist.html