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Why do these things always happen in ruined buildings?
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Because very low frequency sounds are often produced by the wind blowing through older, poorly maintained buildings. And infra-sound has been proven to cause humans to feel cold, uncomfortable, pressure on the chest and even to hallucinate.
More information:
http://en.wikipedia.org/wiki/Infraso..._to_infrasound
This is one of the Wikipedia references which I found fascinating:
http://users.iafrica.com/s/sa/salbu/apollo/HumA2.html
As for ghost sightings that specifically look like faces or people, the human visual system is wired up to recognise faces and people very quickly. There are strong evolutionary advantages for this, but the side effect is that people occassionally mistakenly think that vaguely face/body-shaped objects are the real thing.