The modern type of stories called "Urban Legends" often involve the supernatural - most typically ghosts. The following is an excerpt dealing with urban legends from my recently e-published Introduction to Folklore; see in particular the third paragraph on the "Vanishing Hitchhiker."
Utah folklorist Jan Harold Brunvand (1933- ) has published several books on urban legends, raising the subject to a level of awareness that it had not previously enjoyed. The media frequently publishes these stories as true, but now the Internet often reproduces them as well. At the same time, debunking websites seek to extinguish the fires of urban legends, resulting in an ebb and flow of folklore, creation and spread followed by debunking and retreat. Nevertheless, the urban legend is most at home as a truly oral form of folklore. People tell the stories to be believed just like their legendary predecessors.
Urban legends include a range of information on many subjects including live animals and microwaves, the dangers of beehive hairdos, the hazards of adolescent dating (particularly when homicidal maniacs escape from local mental institutions), and the possibility of becoming an unwilling organ donor while on vacation. This is clearly important information! With the internet, stories are often short-lived, in part because of debunkers in the media and on the Internet, but also because many urban legends describe new technologies or passing fashions. Thus, having poisonous spiders nesting in a sprayed-and-seldom-washed beehive hairdo would only be appropriate when that style was in vogue. Similarly, people born after 1975 are less likely to have heard the story of the old woman who thought it would be a good idea to dry her newly-washed poodle in the microwave: the story could only thrive when microwaves represented new technology, with all the angst that sort of thing can produce.
One of the most persistent forms of urban folklore involves legends about ghosts. Some, such as the well-known “Vanishing Hitchhiker,” are clearly urban legends of the sort that Brunvand collects, but in this case, the story appears to have pre-modern roots. The most common legends dealing with ghosts in general are what von Sydow would call memorates. These are personal recollections that families tell of their own histories about departed loved ones. There has been little collection of these stories because each example is so specific to the individual circumstance. Like the material related to traditional European folklore, it is possible to recognize that while the memorates may not be traditional, the beliefs behind them and the conventions of telling them are. This topic remains a fertile opportunity for research.
Because of various factors, Urban Legends can come and go quickly. As a genre, they are reminiscent of the pre-industrial Migratory Legends, but those stories lasted for decades if not centuries, while an Urban Legend can have a much briefer life span. Fortunately, the folk are extremely creative and new legends rise up to take the place of those that society has discarded. Keeping up with the constantly changing spectrum of stories makes folklore collection and analysis a challenge. Brunvand remains the best source on this genre of folklore.
A second comment the supernatural in modern American folklore. The supernatural isn't necessarily restricted to ghosts. One can see some of the popular enthusiasm for UFO and extraterrestrial visitation as a modern counterpart to earlier stories about the supernatural. Whenever I mention that, however, I incur the wrath of true believers in extraterrestrial visits, so let me add, that the fact that some people may believe in this motif with a sort of zeal and faith that was once associated with the belief in other supernatural beings does not imply anything about what is real.
The idea of the importance of crossroads and its relationship with the devil, which you mention in a previous post, was popular in earlier twentieth-century American folklore, although it has diminished with time; the following excerpt addresses the antiquity of that motif; this is, again, from my recently e-published Introduction to Folklore:
Crossroads were also important in European folklore, particularly when the roads crossed at right angles. Such a place had considerable potential for magic and divination because it seemed to refer to the power inherent in a cross. This is apparently an old tradition. Iron Age burial mounds often coincide with crossroads. Ancient Greeks sacrificed animals at crossroads. In more recent times, crossroads were places where witchcraft should be learned, or where it might be possible to call up the Devil to learn a musical skill. Noted African American blues singer, Robert Johnson (1911-1938) was reputed to have acquired his talent from the devil at a crossroad, a story codified in a song called “Cross Road Blues,” which has been subsequently covered by numerous musicians, usually using the title “Crossroads.”
Beyond urban legends, you'll probably get a lot by plunging into the works of Charles Fort and, more recently, Ivan T. Sanderson and especially John Keel.
They're all basically journalists (Sanderson was really a naturalist, but appeared so much in print and on TV that I think he'd count) who collected accounts of weird and unexplained encounters. They were not true believers in things like UFOs or ghosts or... stranger things... but were mostly concerned with how people exchange stories about them or transmit information about them. How we try to explain things that don't make sense.
Most of what they published consists of collections of peculiar stories or accounts of "Damned Things" - here, for instance, is Sanderson's book on the Abominable Snowman. But there's usually a little bit of analysis laced in with it.
More recently (and more thoroughly), you might find George Hansen's The Trickster and the Paranormal useful. It tends to the quantitative (meaning: it's kinda dry in the writing style), but covers all kinds of paranormal investigations and, especially, the weird way groups start behaving in this field - dividing into "true believer" and "hardcore skeptic" camps, the proliferation of strange behavior and peculiar coincidences.... Fun stuff.