There's a relatively recent film called The Innkeepers that was a pretty solid ghost movie, although there wasn't really much of a mystery to it. In some ways it wasn't even much of a horror movie, although there were some tense moments. It felt more like a melancholic old school Gothic movie, which was pretty nice.
There was also a good claymation kids movie from last year called ParaNorman that might be up your alley, albeit that's even less ghosts and more to do with witches, curses, and zombies (not the brain eating kind). There's not a lot of scary moments for adults but it really hits the right notes and isn't like your typical animated family movie.
Lastly... I am hesitant to recommend it because again, no ghosts, but it's from the same director as Session 9. It's from 2004 and it's called The Machinest and it's a pretty good psychological thriller with some great horror moments thrown in and a very well executed twist.
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