“Beach spent a few aimless minutes looking for evidence for Roman ghost sightings in Britain prior to 1904 and came across two unsatisfactory comments – can anyone do better...” I CAN!!!
“The ghost of the Roman emperor Caligula, who had been assasinated and quickly cremated, haunted the Lamian Gardens, where his ashes were entombed until rites befitting an emperor were held. (He, or some other ghost, also haunted the theatre where Caligula was murdered up until the structure was destroyed by fire.)
“His body, (Caligula’s) was conveyed secretly to the gardens of the Lamian family, where it was partly consumed on a hastily erected pyre and buried beneath a light covering of turf; later his sisters on their return from exile dug it up, cremated it, and consigned it to the tomb. Before this was done, it is well known that the caretakers of the gardens were disturbed by ghosts, and that in the house where he was slain not a night passed without some fearsome apparition, until at last the house itself was destroyed by fire.”
http://rogueclassicism.com/2011/01/18/caligula-tomb-silliness/
Thanks Beowulf9.