There is a ghost story that comes from Pawley's Island,SC that I grew up hearing. My dad and his family moved to Pawley's from Chicago when he was five, and he lived there until he started high school. Naturally he heard this ghost story many times in those years, and he told it to me when I was a kid.
There is supposed to be a ghost around Pawley's Island called the Gray Man. He appears on the beach whenever a hurricane is coming, and seeing him is a warning to take cover inland. They say that anyone that sees him will have their property left untouched by the storm, even if their neighbors lose everything. Back in the old days before modern storm tracking the Gray Man is supposed to have been kind of like a visiting angel, doing a good deed for the locals.
Here is a great link I found that goes into more detail than I remember hearing about the Gray Man's story: