Originally, the Expanded Universe featured some Dark Side ghosts. However, this story element seems to have been eventually retconned away.
This is stated pretty explicitly in Star Wars: The Clone Wars.
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.
Narrator: 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.
It's been made quite clear that the Bane who appeared in that episode was only an illusion of some kind, as the Sith are incapable of living beyond death.
Revan and Bane were earlier cut from an episode of The Clone Wars because Lucas didn't like the implications of Sith continuing to exist after death, which Filoni agreed with.
Despite all that, Nightsister ghosts appear in an episode of Star Wars: Rebels.
While not Sith, the Nightsisters were darkside Force users.
Imagine a planet where the female population consists of nothing but mysterious witches, powerful in esoteric dark Force powers. (StarWars.com)
While it should be noted that while the Nightsister ghosts were not as powerful as Jedi ghosts (they couldn't leave their cave), they were capable of possession, a skill apparently unknown to the Jedi, and they definitely kept their old personalities and consciences.
Rebels has the same creative team as The Clone Wars, so it's unlikely they would have forgotten or disagreed with their own rule.
So why did Filioni break his own "Darksiders can't live beyond death" rule and what repercussions does this have within the canon?