In Empire Strikes Back and Return of the Jedi we see Yoda, Obi Wan and Anakin reappear as a Force Ghost/Spirit. The overall objective of the Sith was the achieve immortality, this was one of the reasons why they detached themselves from the Jedi Order. Immortality seems achievable on the light side of the Force, yet not on the dark side, or at least in canon. Have there been any Sith who achieved this?
I suppose you only want answers from the One True Canon (i.e. Disney's), but if you accept Legends (i.e. discontinued Extended Universe non-canon), then Sith Lords can become spirits of some kind.
One example is Marka Ragnos, whose spirit appeared after his death to influence the election of the next Dark Lord of the Sith, Naga Sadow.
The spirit of Marka Ragnos, left, overseeing the duel for the next Dark Lord, looking somewhat blue and unhealthy. Maybe he wasn't eating his vegetables.
Within the main Star Wars canon, the only "Force ghosts" that exist are former Jedi masters such as Yoda and Ben Kenobi as well as the newly reformed Anakin Skywalker. A quote from the novelisation of Star Wars: Revenge of the Sith makes it abundantly clear that there is no such thing as a Dark Side ghost since no Sith can achieve sufficient oneness with the Force as to survive after death.
"The ultimate goal of the Sith, yet they can never achieve it; it comes only through the release of self, not the exaltation of self. It comes through compassion, not greed. Love is the answer to the darkness."
This is also quite nicely backed up by a tweet from Pablo Hidalgo of LucasFilm fame;
Nic Benham @nicbam14 - Just had a thought, are force ghosts exclusively part of the light side? Or are there sith force ghosts too?
Pablo Hidalgo @pablohidalgo: The idea of the Force afterlife is that it's unknowable to the dark side, for it is requires selflessness.
Obviously the usual caveats apply including his own disclaimer that his twittering something doesn't make it canon.
In canon, no, a Sith cannot become a Force Ghost.
In the episodes "Sacrifice" and "Destiny" in the series The Clone Wars, Yoda learns how to become a Force Ghost. He is taught by "Force Priestesses", who only agree to teach him after this exchange:
Force Priestess: Do you come to us with only good intention and light in your heart?
Yoda: I do.
Force Priestess: Then the blessing I give, and the training will begin.
- The Clone Wars: Destiny
The Sith would not be able to honestly say they have "only good intention and light" in their hearts, so they wouldn't have access to the training.
In the next episode, Yoda explains what he has learned to the Jedi Council:
[Announcer] All attention is focused on Yoda, who claims to hear the voice of a long-dead Jedi. Convinced that he is guided by Qui-Gon Jinn, he finds five priestesses who will teach him how to manifest consciousness after death. After many trials, Yoda travels to Moraband, ancient home planet of the Sith, for now he must face the true evil that may be his undoing and one that seeks to control the galaxy.
Force Priestess: The one you know as Qui-Gon Jinn will commune with you and guide your training. Like us, you shall learn to maintain your consciousness after death. Enlightenment, spirit, balance... There is another Skywalker
Mace Windu: The Council has assembled. They are eager to hear your report.
Yoda: Afraid not much there is to say of my journey.
Obi-Wan: So nothing significant happened to you out there?
Yoda: Yes and no. To the end we are coming now.
Mace: Did your journey give you insight on how to win the war?
Yoda: No longer certain that one ever does win a war I am. For in fighting the battles, the bloodshed already lost we have. Yet, open to us, a path remains that unknown to the Sith is. Through this path, victory we may yet find. Not victory in the Clone Wars but victory for all time. - The Clone Wars: Sacrifice
Yoda is quite clear here: The path to becoming a Force ghost is open only to Jedi.
Wookieepedia backs this up:
Through special training, certain beings were able to appear as Force spirits through the Force. The knowledge was open only to those who followed the light side, so the only known individuals with the ability to manifest after death were Jedi... The Sith were unable to manifest themselves after death, causing them to concentrate on gaining earthly power only.
As do the movies themselves - when Obi-Wan disappears following Vader's final lightsaber blow, Vader is clearly confused, poking Kenobi's robes with his foot. This would only make sense if Vader hadn't heard much about the process by which Jedi become Force ghosts.
Outside of canon, the issue is less clear.
Other answers have suggested that it is possible for Sith to become Force ghosts in some cases; however, the now-non-canonical book The Rise and Fall of Darth Vader implies that this was not the case (it may be significant that this book used to be canon):
Closing his eyes as he slumped back against the shuttle ramp, Anakin Skywalker had every reason to believe that he was finally about to embrace perpetual darkness.
Not for the first time, he was wrong.
Initially, there was darkness for Anakin Skywalker, a boundless shadowy realm, like a universe without stars. But then, from somewhere at the edge of his awareness, he perceived a distant, shimmering light, then heard a voice say, Anakin.
The voice was familiar.
Although Anakin no longer had a body or a mouth with which to speak, he somehow answered, Obi-Wan? Master, I'm so sorry. So very, very-
Anakin, listen carefully, Obi-Wan interrupted, and Anakin was aware that the distant light was either growing brighter or closer, or perhaps both. You are in the netherworld of the Force, but if you ever wish to revisit corporeal space, then I still have one thing left to teach you. A way to become one with the Force. If you choose this path to immortality, then you must listen now, before your consciousness fades.
Knowing he was beyond redemption, Anakin said, But, Master... why me?
Because you ended the horror, Anakin, Obi-Wan said. Because you fulfilled the prophecy.
The light was very bright now.
Anakin's first thought was that he might be able to see his children again. He said, Thank you, Master.
Taking the Imperial shuttle, Luke Skywalker had escaped with his father's remains from the Death Star only a moment before the battle station exploded. After landing on the Sanctuary Moon, Luke prepared a very private funeral in a forest clearing.
Night had fallen by the time Luke placed Anakin Skywalker's armor-clad body atop a pile of gathered wood. As he ignited the pyre, Luke said, "I burn his armor and with it the name of Darth Vader. May the name of Anakin Skywalker be a light that guides the Jedi for generations to come."
Luke was unaware of the spirits who watched him from the shadows of the lambent woods. But later, when he rejoined his allies for their victory celebration in the treetop village that was home to the Ewoks, Luke saw three shimmering apparitions materialize in the darkness. They were Obi-Wan Kenobi, Yoda... and his father, Anakin Skywalker.
The Jedi had returned.
The implication here seems to be that Anakin was able to become a Force ghost because he finally did the right thing and sacrificed himself to destroy the Emperor, save Luke, and fulfill the prophecy of the chosen one.
But the canon almost changed, with the appearance of a half-Sith/half-Jedi Force ghost in The Force Awakens.
There were plans for Luke to commune with a Force ghost that wavered between the good Anakin and the evil Vader in varying degrees, but the idea was eventually scrapped. However, we have some quotes about the idea, as well as some concept art:
I love that quote from A Wizard of Earthsea, the fantasy novel by Ursula K. LeGuin: 'When you light a candle, you also cast a shadow.’ That inspired me to propose, for the first time, that Anakin’s ghost could come back. - Concept artist Iain McCaig, The Art of Star Wars: The Force Awakens
If we see Anakin Skywalker, because he does flow back and forth between Darth Vader and Anakin, let’s see him as a character with a dark and light side. The reason Luke is this whole new entity is because he was the first to acknowledge his own dark side — that it was not separate from him. - Concept artist Iain McCaig, The Art of Star Wars: The Force Awakens
Note: I can't find it right now, but I recall seeing a blurb from either J.J. Abrams or Michael Arndt where they explain that the idea was scrapped in part because it would have forced them to cram too much information, too many ideas, into one film. I'll keep looking for the quote, and add it if I find it.
In Jedi Knight: Jedi Academy Marka Ragnos appears as a force ghost, I am sure this is not canon anymore, but seeing as this comes directly from LucasArts, I argue that it is at least formerly canon.
In Clone Wars: Sacrifice Darth Bane appears as a force ghost.
In a not-so-canon source, I also remember Yoda travelling to one of the Sith home worlds in order to learn the secret of becoming a force ghost from a long-dead Sith lord. This might have been completely disqualified by now since now it is explained by Qui-Gon’s ghost teaching the technique to Yoda and Obi-Wan. Would be some obscure Star Wars comic or book.
The Sith have become dark spirits. One example is that dark spirit in the caves of Dagobah. He was a dark side user who got wounded and defeated in a battle with Yoda during the clone wars if I have it right. He fled to the swamp world and in the cave was where he had his last breath. He became a phantom who appeared a couple of times starting with the Empire growing more. In fact, when Yoda came in contact with this spirit, the spirit changed into Emperor Palpatine so that spirit is able to read Yoda's mind and understand his fear in the past and use it against him and others. That dark Force ghost appeared when Luke was also walking in the caves although this time as Darth Vader's body appearance. Another example is Palpatine's ability to use his Force ghost to travel through space into a clone body. He was able to come back using clone bodies.
While lucas's canon is the only one that matters effectively making waltless's failed plot not exist - That matters even more because the sith can become something similar to force ghosts, But its obviously a different process because usually these spirits end up trapped near where they are buried. When marka ragnos tried to come back to life at a dumb story driven time, He seemed to be the exception and yet it also made no sense why he taught no other sith the same thing as him.
Chalk up the little we know to the sith having never mastered their force-spirit technique through the darkside.. Except for ragnos. Or that sith lord who attached his soul to the (then sith) yavin temple to escape death. He managed to live on fully conscious that way for over three thousand years and then some, So it is possible for a sith to copy the jedi's force-ghost permanent state of being.
But even then.. A sith after death sometimes show in the (only) lucas canon that they can convert themselves through redemption into a jedis way of being a force ghost. But they better be conscious enough to do it, And they better be willing.. Darth bane never ''died'' in a way that he could be trapped on korriban in that kiddy nonsense moment where yoda ''met'' him because he employed essence transfer and either was banished or took over his students body for good.