When I was in Okinawa, my dad worked for the US Army in one of the bases there and there was this well-known incident at that base, where the battle site called 'Item Pocket' is located, that supposedly happened several times. According to the story, the guards manning the guardpost there would sometime encounter a GI Joe in WWII outfit who seemed to come from nowhere and asked the guards, 'hey buddy, you got some lights?' After a guard lighted up the soldier's cigarette, he smiled wanly, thanked him, turned and walked away, and seemed to disappear in thin air. I've been to that base many times and always felt it to be an eeeeeeerie place.