Inspired by this Supernatural episode [S2, E16] (this will spoil the episode - but no major plot points for the entire series - for you so don't read any further if you don't want it spoiled):

Ghost w/ amnesia & doesn't know she's dead.

A ghost appears on the same night every year about needing to their fiancé(e)/partner who'd gone missing. She's so focused on finding them that she doesn't realize the difference between herself and others. Even when provided with proof she doesn't believe it/finds herself in severe denial.