There's always the UK show Most Haunted if you're not put off by spiritualist medium Derek Acorah's showboating...
MARY LOVES DICK!!!
... which is a show I'm only slightly ashamed to say I'm a fan of. It gives me the creeps like no movie has since I was a kid, even though it makes me wonder how much of it is "real".
There's also a similar US show called Ghosthunters (I think), but the one episode I saw concentrated too much on the lives of the investigators rather than the investigation itself.
A quick search of Google should bring up any number of paranormal sites with pictures, video and audio etc.