The term UFO does not apply to alien aircraft mind you. Many planes of obvious human origin can also be dubbed UFOs as well. Its an umbrella term for any non-animal unknown flying object. In fact, many people used to classify the B-2 and the F-117 as UFO's, beleving them to be alien in origin.
The most 'UFO' like of the 'spirits' are definately (IMHO) 'Orbs', which are generaly speaking unknown circular lights that hover and fly for extended periods of time, generaly acting with a sense of intelegence. Usualy these arent seen by the eye, but show up later in video and photographic medium. Some though are clearly visible, and others are even scheduled. One of the most famous is the Brown Mountain Lights of North Carolina's Brown Mountain Park.
Often times, 19th century spiritualists claimed to have had outer body experences with beings from all manner of places from a hollow earth to claiming to be the re-incarnated souls of deceased atlanteans. Of course, rarely are such claims taken seriously. Some describe Alien Abductions as out of body experence where their physical body is untouched but their consiousness is abducted and experemented on.
The most radical conection between Spirits and UFO's was made by the Heavens Gate Religous Group. (I hate to use the word Cult. After all, Christianity, Buhdisim and Islam were once Cults.) They beleved that if they commited mass sucide that their souls would be transported to an alien ship and transfered to a new paradise inside of new bodies.