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Yes, ghosts are real. You will find 21 references to ghosts in Gurbani. None of those have anything to do with the five thieves. As 'Not at all Punjabi' said, at the time of death when the soul is released from the physical body and leaves the physical body, if one has strong attachments to things or people of the earth (family, alcohol, anything that's not God) the soul is not able to leave and penetrate through the electromagnetic field of the earth because it is pulled down by that person's love of the things he or she wants to be with. These are trapped souls. After a while, they long to leave, but the window for leaving has closed. They can be released after that time however by the prayer of a Gurmukh or by attaching themselves to the sound current of Gurbani by hanging out at a place where the Sadhsangat gathers and Gurbani is chanted and sung.

"In the month of Bhaadon, she is deluded by doubt, because of her attachment to duality. She may wear thousands of ornaments, but they are of no use at all. On that day when the body perishes—at that time, she becomes a ghost." Guru Arjan Dev - ANG 134 (Bara Maha)