The Steubenville Ghost
The Steubenville Ghost or Steubenville Hitchhiker is a woman who appears on Route 7 near Steubenville, at the point where Route 7 turns toward East Liverpool. She begs for a ride into Steubenville and seems confused. She is transparent. Part of the legend is the idea that if you give her a ride you'll never be heard from again, which places her in the rare subcategory of vanishing hitchhikers who actually harm people; usually they just borrow something and leave it on their grave. Personally, I can't feel anything but sorry for anyone who has to spend eternity trying to get to Steubenville, Ohio.
An interesting piece of additional information (and variation on the sex of the ghost) was sent to me as follows:
I was talking to my uncle's girlfriend (they both work for 911 in Jefferson County) and she told me that she has dispatched cops many times to the same area for a hitchhiker that stepped out in front of cars on the road, and they almost hit him. When the cops arrive they can never find anyone. It is in the same exact spot that the ghost story says it is in.