Do you remember the original version of the show Ghost Nation? I used to love that show, because they approached the investigations more as scientists trying to DISprove the phenomenon. And they disproved a LOT of it, or found normal or rational explanations.
I have seen similar shows, since then, where it appears that the residents in the homes being investigated may have mental issues, and might even be affected by high power lines nearby. Too much exposure to electromagnetic radiation can actually CAUSE people to hallucinate. And not enough research has been done into sleep paralysis and the hallucinations people can experience when they are just falling asleep or just waking up.
That being said, there are a lot of things out there that are completely unexplained. Photography has picked up one phenomenon, which are "rods" in appearance, and which fly through the air faster than the human eye can see. Freeze frames have verified that they are not insects. The truth is, there is just a LOT that we don't know...yet.