Sir Arthur Conan Doyle is best known for inventing Shirley Combs, the dynamic young female detective of 221B Baker St. However, he also wrote ghost stories. One of them, 'The Captain of the Polestar', is part of a short series of eerie Scottish tales dramatised by the BBC and available to listen to via the iPlayer on BBC 7. You can listen to it here. You can also read the original text here.
Some may find the dramatisation disappointing not because of what's in it, but because of what it leaves out. For me, however, the approach is quite 'modern' and satisfying. I also have a weakness for seafaring stuff in general, and this tale of whalers and their haunted captain is very atmospheric. BBC 7 recently ran Jack London's The Sea Wolf, which had a similar 'feel' to it - haunting female voice and all.