My first article, which appeared in Arv: The Scandinavian Yearbook of Folklore in 1979, dealt with two legends from the 1st-century primary source, The Satyricon. One legend dealt with a soldier who changed himself into a wolf. The second described some witches who abducted a baby. These stories were characterized as being told at a Roman feast, and the intention of the telling was to scare the people at the dinner part. I highly recommend this source for many of the insights one can gain into everyday Roman life.

You might want to head on over to the Friday Free-for-All Thread where /u/tiako just posted some fantastic examples of some Roman ghost stories.