With the recent paranormal movies, TV-shows and books, a lot of people are fantasizing about having sex with a ghost, or a spirit of any kind, and sometimes these fantasies are all they have, especially if they are widows. But are they fantasies, or are they real?
There are several theories of what ghosts are, but the most recent ones suggest that they are entities on another level of existence with different vibration. Those people who have experience is guided meditation can change their body's vibration, as well, and the feeling will be similar to a minor orgasm. Based on this, a ghost can visit us in our dream, and if it enters our body, we can not feel the penetration, but the orgasmic vibes can certainly be present.
As for poltergeists, famous psychics state that they do not exist. They are simply created by an intense emotional state – often present in teens – so they can only be eliminated by their creator him or herself. They cannot penetrate the body, since they are created from the sufferer's astral body itself, so you can feel safe.
Sex with any kind of spirit is only possible on an astral level, so your body can only feel some vibes and strange sensations, but conception is physically and biologically impossible with a spirit, since it does not have the necessary sperm-count or egg-count so to say.
Still, one should always be careful during a seance, since you can never know if you set your fears free or if a real ghost will appear.