Death of a Ghost by M.C. Beaton
There are many ruined castles in Scotland. One such lies outside the village of Drim. Hamish begins to hear reports that this castle is haunted and lights have been seen there at night, but he assumes it's some children or maybe the local lads going there to smoke pot, or, worse, inject themselves with drugs. Hamish says to his policeman, Charlie 'Clumsy' Carson, that they will both spend a night there.
The keening wind explains the ghostly noises, but when Charlie falls through the floor, Hamish finds the body of a dead man propped up in a corner of the cellar. After Charlie is airlifted to the hospital, Chief Detective Inspector Blair arrives to investigate the body, but there is none to be found. Dismissed as a drunk making up stories, Hamish has to find and identify the body and its killer before the "ghost" can strike again.