In the Monkey Island video game series, LeChuck is first seen as a ghost in The Secret of Monkey Island (1990).
After his spirit form is destroyed by Guybrush, he is resurrected as a zombie in Monkey Island 2: LeChuck's Revenge (1991).
Note that the Ghost Pirate LeChuck and the Zombie Pirate LeChuck don't exist concurrently, though, and both seem to retain ...
Could this be Les disparus (AKA Aparecidos) from 2007?
Malena and Pablo, two siblings on a trip through Argentina, find a diary describing crimes committed 20 years before. Then, they witness a family hunted down, tortured and murdered step by step following the facts described in the diary.