The Ghost Guard is supposedly a particular security guard pedestrian who spawns in most strip club and casino interiors. If the player enters a strip club or casino and begins shooting, attacking people or disturbing any strippers, the guard will attempt to kill the player like he normally would. However, if the guard is killed, another guard may immediately spawn in his place and continue attacking the player.
Players have likened the incident to an encounter with the spirit of the recently deceased, leading them to refer to the particular pedestrian as the Ghost Guard. However, this appears to be a very rare spawning glitch, and it is unknown what factor of the game causes this to occur.