Is There Another Dimension?

Is there another dimension? This is in reference of the reason why "ghost" exist. Or, maybe. How they become to be? There has been several cases that seem to validate this idea.
1815-There was a prisoner in a gulag. His name was Diderici. One day in the prison yard He just seemed to have vanished. Slowly in front of many of his fellow inmates that were out in the prison yard that day. He just left behind his chains that were around his hands and legs.
1949-Mr. Tetford was on his way home on a bus toward Bennington, Vermont. He was last seen sleeping at his seat. When the bus arrived only 14 of the 15 passengers left the bus. It seems Mr. Tetford have vanished before it's arrival.
There are many stories about the same unusual disappearances of many individuals. Always with several people present at the time of the person vanishing. But, there are, in some cases. They can hear the "person's" disembodied voice asking for help at the time of the disappearance. Even from from coming above their heads.
So, many questions still need to be investigated in this theory.