This is how I perceived the Ghost of King Hamlet. It would make sense for the Ghost to appear in a haunting manner, as it seems to instill a level of terror in the characters who seem him. As for the characters saying that it looks like the King, that could be referring to the face within the hood. This also keeps the Ghost shrouded in mystery, as Hamlet did not knew whether the Ghost was truly of his father or of some benevolent spirit trying to coax Hamlet into murdering an innocent man.
The Ghost of Anne Boleyn: The most famous haunting place of the ghost of Anne Boleyn is the Tower of London, where she was beheaded. Many documented sightings of her ghost have been made from accounts there. Guardsmen are usually the witnesses.