[ZemusTheMetroid]

Ah, there was a game for the PS2 called "Ghost Hunter" it involved a police officer becoming a ghostbuster of sorts after he accidentally releases a horde of them, and in the process becomes possessed by a female ghost that you can make come out of him at specific areas to perform different tasks, typically a puzzle of some sort, it's been a while, so I don't recall if she was truly intangible or not.