"LET THE COLD WIND BLOW" - Kate Rusby
Not only is this the only song I know sung BY a ghost rather than about ghosts (not counting G&S "Ruddigore"), the last verse is really creepy

Let the cold wind blow, let the years come and go
I'll wait for my true love, though she'll never know
I wish them no rest, like the heart in my breast
Sing Hi, lo lay, at the end of the day
Sing Hi lo lay at the end of the day

Like, "even after death you can't get rid of me! I'll be waiting!! Muuuuhahahaha!"