"The Water Ghost of Harrowby Hall", by John Kendrick Bangs
(from Humorous Ghost Stories)
This was an odd one. There were a few moments of mild humor... (such as the idea of stopping a clock so that a ghost who consistently appears at midnight will not know the time)... but the bulk of it was just... odd-- and a bit dark.
From what I recall, more of these humorous ghost stories have been odd than not. I'm getting to the point of just taking the book off my "currently reading" list altogether...