That's one creature that got seriously homogenized in pop culture. There are legendary ghosts that are physically solid enough to engage in wrestling matches. The grateful dead is solid enough that he can pass himself off as a living being until he chooses to reveal himself to the character who was his benefactor and whom he aided. . . .
Of course, the "always vaporous" trope would be of great use to a ghost trying to make his way in the modern world.