According to the New York Post, Lucille Ball was seen a few years after her death visiting the remains of her home on Roxbury Drive in Beverly Hills.
Apparently, Gary Morton sold the home that Lucy lived in with Desi since 1954 and continued to live there after their divorce and her remarriage to Gary. Lucy loved the house so much that she persuaded the owners to sell it, even though it wasn't on the market. A few years after her death, Gary sold the home and the new owners bulldozed it down to build another house for themselves. It was during this time that she was seen wandering around the home frustrated and melancholy about her beloved home being destroyed.
Another story from the New York Post, is about what once was owned by Desilu Studios among others. The original owner of Culver Studios, Thomas Ince, is said to be still be roaming the studio.