There's the story of the Lady in White. She is often seen in old mansions or near cemeteries. People claim to see a pale woman in a white dress, usually mourning for a lost love. This is a simple and spooky ghost story that has nothing to do with sex.
One classic ghost story is about the Headless Horseman. It's said that a headless rider on a horse haunts an old road. Legend has it that he was a soldier who lost his head in battle and now rides at night, scaring anyone who crosses his path. There's no sexual element in this story at all.