Yes. Google "Pepper's Ghost" and you'll find lots of material on the subject. It's actually not very hard. The easiest way to do it is to put a large piece of glass or plexiglass behind a window at a 45 degree angle from the window (either vertically or horizontally). Then you have TV running a video of your ghost or hologram (preferably a DVD on repeat) positioned so the glass picks up the reflection. There's all kinds of cool stuff you can do. You can make it look like a head appears inside of a glass ball, you can make a person appear and disappear, etc.
We did our own pepper ghost last year. We created the video ourself. We tacked a flat black cloth to the wall and video taped our niece dressed up as a ghost with her face painted white. Edited the video on the computer and applied some nifty effects then burned it to DVD.