This is likely a candidate for "worst ghost story", because it's not scary at all, just kind of baffling. It happened to me in Oct 18, 2021. My wife and I, being retired, take little day trips during the week. On that Monday we decided to go to McKinney Falls SP. Had never been there before.
Got a park map and decided to walk to the "upper" falls. We parked near the restroom. What I figured to be the trail (it was unmarked) made a "Y" as it came up the hill. One branch led to the restroom and the other to the parking lot. As I waited outside the restroom, I could hear someone coming up the trail. I decided to ask them when they got there if that was the correct trail.
A Woman came into view walking up the hill. She looked to be mid-30s, slightly pudgy, with brown hair cut in a pageboy style, box shaped face, wearing jeans and a pink polo shirt.
She took the path to the parking lot, and I took a step in her direction. She went behind a "bush"
.... and disappeared.
Now the bush wasn't leafy; it was mostly stalk about the size of your forearm. She just went behind it on one side and didn't come out the other. She didn't leave the trail as she would have been in the bushes, and I would have heard her. She didn't go back down the hill, as I would have seen her. I looked in the parking lot but there was no one.
When my wife came out, I had her watch me from where I'd stood as I walked the trail where she'd disappeared. She could always see me; I was never hidden by the bush.
The woman didn't look like any of the "ghosts" you see on the videos claiming to prove ghosts exist. Wasn't a black shadow, or misty transparent. She was as solid as anyone you'd see on the street.
But she just disappeared.