You'd think that with all the sightings of Bigfoot we'd catch reliable video too as well. However think about it, how often do you even find animal REMAINS in the wild let alone a live animal (one specifically that is said to avoid human contact.)
Take that and apply it to ghosts and you've got a generally similar concept, one in which perhaps due to the nature of the phenomena (being so unpredictable as to make it hard to document and what not.)
Mind you there HAVE been cases in which science can't explain the happenings, I have to look them up because I don't want to be a douche who doesn't have proof.
It is a strange thing for me - in that I often believe things without basis, but god is something I need a personal experience with. I won't deny the existence of a god, but I just don't believe.