You used to see these on eBay -- a common $1 3 ringer with a tale of folks feeling otherworldly chills in the presence of a dropped Minie ball and even smelling the faint scent of pipe smoke. They claimed they couldn't get the haunted piece out of their houses fast enough and wanted someone else to buy it which some numbskulls did.
These common bullets went for huge bucks -- it was quite a racket and much more creative than today's scammers who write "Peach Orchard" on a bullet (that may or may not have been in use in 1863) and photograph with a battle map as background.
I don't believe in ghosts, but acknowledge some do and won't argue the point. It must be scary for those folks. That said, I might've bit on one of those eBay bullet if rather than of pipe smoke, the faint scent had been a more realistic army life one of 30,000 unwashed men and animals.