Hmm.

I lit a stick of incense in the basement and turned off the lights so it would be dark like on Halloween night. I stood about 18 inches away from the incense smoke and snapped a handful of pictures. Whatever I got a photo of, it ain't smoke. The incense smoke was grey, not blue-white like in the photo below, and the smoke lines were thin and clear, not blurry like the ghostie pic. They also appeared as clearly nothing but incense smoke. I'll keep trying to reproduce the effect, though. I'd like to believe I accidentally photographed something unique and special, but it really does look like smoke. :(