Many thanks to Ayako for tweeting the link!
Keanu Reeves is #9 on the list of celebrities that believe in ghosts. The article mentions these two instances:
When Keanu was a child living in New Jersey, he and his nanny both claimed to have seen a ghost. The ghost appeared before him as a white, double-breasted suit. Reeves is reported as saying, “It was a double-breasted suit in white and I looked at my nanny, who was just as shocked as me. I just couldn’t get back to sleep afterwards. I still see the figure in my dreams and nightmares.”
Later in life, Keanu claims he was having lunch with a friend in Austin, Texas. When he turned around he claims a ghostly image was standing behind him. Keanu hasn’t said whether or not he believes it to be the same entity.
You can view the entire list here.