Beast Train

Beast Trains are spectral trains which carry the recently deceased to the land of the undead. They can be spotted during the full moon in the desolate American southwest, traversing along the old cattle routes and lonely highways, where the tracks don't go.

Revenant

A Revenant is a ghost or animated corpse in medieval belief, often returned to terrorize the living. Those who lead greedy, self-serving lives were likely to return as the walking dead. Revenants were also known to return to enact revenge (for example, against the one who murdered them,) or to give warnings.

In "A Christmas Carol," Ebenezer Scrooge's deceased business partner Jacob Marley returns as a Revenant.

Spectre

Belief of ghosts or specters are worldwide in all cultures. Generally this type of ghost will result from the death of a person "before their time" in a tragic manner, be it through an accident or intentional violence. A specter tends to take recognizable human shape (as opposed to a mass or "orb,") and will be tied to a particular location, most commonly a home or area where the person met their fate. These types of ghost are also usually indifferent to human co-inhabitants, and will usually not even notice a living person unless confronted.

I myself have never seen one.