While all Japanese ghosts are called yūrei, within that category there are several specific types of phantom, classified mainly by the manner they died or their reason for returning to Earth.
Onryō - Vengeful ghosts who come back from purgatory for a wrong done to them during their lifetime.
Ubume - A mother ghost who died in childbirth, or died leaving young children behind. This yūrei returns to care for her children, often bringing them sweets.
Goryō - Vengeful ghosts of the aristocratic class, especially those who were martyred.
Funayūrei - The ghosts of those who died at sea. These ghosts are sometimes depicted as scaly fish-like humanoids and some may even have a form similar to that of a mermaid or merman.
Zashiki-warashi - The ghosts of children, often mischievous rather than dangerous.
Samurai Ghosts - Veterans of the Genpei War who fell in battle. Warrior Ghosts almost exclusively appear in Noh Theater. Unlike most other yūrei, these ghosts are usually shown with legs.
Seductress Ghosts - The ghost of a woman or man who initiates a post-death love affair with a living human.
There are two types of ghosts specific to Buddhism, both being examples of unfullfilled earthly hungers being carried on after death. They are different from other classifications of yūrei due to their wholly religious nature.
Gaki- "Hungery Ghost"
Jikininki- "human-eating ghosts"
(pronounced shokujinki in modern Japanese) are the spirits of greedy, selfish or impious individuals who are cursed after death to seek out and eat human corpses.
Ikiryō- "a manifestation of the soul of a living person separately from their body"
In Japanese folklore, not only the dead are able to manifest their reikon for a haunting. Living creatures possessed by extraordinary jealousy or rage can release their spirit as an ikiryō, a living ghost that can enact its will while still alive. The most famous example of an ikiryo is Rokujo no Miyasundokoro, from the novel The Tale of Genji.
Obake Yūrei often fall under the general umbrella term of obake, derived from the verb bakeru, meaning "to change"; thus obake arepreternatural beings who have undergone some sort of change, from the natural realm to the supernatural.
When looking at typical kaidan (roughly translated as old fashioned ghost story), this does not appear to be true. Yūrei such as Okiku haunt a particular place -in Okiku's case, the well where she died-, and continue to do so long after the person who killed them has died.
Yūrei do not wander at random, but generally stay near a specific location, such as where they were killed or where their body lies, or follow a specific person, such as their murderer, or a beloved. They usually appear between 2 and 3 a.m, the witching hour for Japan, when the veils between the world of the dead and the world of the living are at their thinnest.
Yūrei will continue to haunt that particular person or place until their purpose is fulfilled, and they can move on to the afterlife. However, some particularly strong yūrei, specifically onryō who are consumed by vengeance, continue to haunt long after their killers have been brought to justice.
Some famous locations that are said to be haunted by yūrei are the well of Himeji Castle, haunted by the ghost of Okiku, and Aokigahara, the forest at the bottom of Mt. Fuji, which is a popular location for suicide. A particularly powerful onryō, Oiwa, is said to be able to bring vengeance on any actress portraying her part in a theater or film adaptation.
Yūrei-ga gallery at Zenshoan Temple
Zenshoan(全生庵) Temple in Tokyo, Japan is known for its collection of yūrei paintings, known as the Yūrei-ga gallery. The 50 silk paintings, most of which date back 150 to 200 years, depict a variety of apparitions from the forlorn to the ghastly.
The scrolls were collected by Sanyu-tei Encho(三遊亭円朝), a famous storyteller (rakugo artist) during the Edo era who studied at Zenshoan. Encho is said to have collected the scrolls as a source of inspiration for the ghostly tales he loved to tell in summer.
They are open for viewing only in August, the traditional time in Japan for ghost stories. (From: http://en.wikipedia.org/wiki/Yūrei )