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In Harry Potter and the Sorcerer's Stone, several ghosts are shown e.g Nearly Headless Nick, Moaning Myrtlee etc, but later it is revealed to Harry that dead can not be brought back to life. Then how come these ghosts exist? Why didn't James and Lily became ghosts as well? Kindly help.

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From Harry Potter Wiki:

Sir Nicholas: "Not everyone can come back as a ghost."
Harry: "What d'you mean?"
Sir Nicholas: "...Wizards can leave an imprint of themselves upon the earth, to walk palely where their living selves once trod... But very few wizards choose that path."
— Sir Nicholas and Harry Potter discussing ghosts in "Harry Potter and the Order of the Phoenix"

And, further:

In 1996, after Sirius Black's death, Harry had a conversation with Nearly Headless Nick in which he asked if Sirius could come back as a ghost like others and Nick himself. Sir Nicholas explained that only wizards who fear death are likely to become ghosts.

I wouldn't expect Harry's parents to fall into the "fearing death" category.

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Every wizard has a choice to become a ghost or not. But the situation in which Harry's parent died, they didn't fell in "fearing death" category but they did fall in "what will happen to our only child" category. Still this answer is sufficient for my query. Thanks 1+ from my side. – Faizan Rabbani Dec 19 '14 at 9:43
It's been a while since I read the books, but I think that the fear for their child would not be resolved by becoming ghosts. First, they are attached to a location, which limits their reach. Second, their physical impact is minimal. They had no idea where their child will grow up, so attaching to Hogwarts would be the only place to make any sense, but that would be too far fetched and leave them years of agony of "living" in this world without any contact with Harry. Third, they don't fall into "extraordinarily strong connection to the locations they haunt" category either. – Vedran Šego Dec 19 '14 at 11:33
Are you suggesting here that all those who decide to become ghost (no matter where they die) will be stuck to Hogwarts only? Or is it mentioned somewhere? – Faizan Rabbani Dec 19 '14 at 11:50
From "Order of the Phoenix": "I was afraid of death", said Nick softly. "I chose to remain behind. I sometimes wonder whether I oughtn't to have... well, that is neither here nor there... in fact, I am neither here nor there..." He gave a small sad chuckle. "I know nothing of the secrets of death, Harry, for I chose my feeble imitation of life instead. I believe learned wizards study the matter in the Department of Mysteries -" – Vedran Šego Dec 19 '14 at 14:07
So, yes, it is their choice. No, they do not get stuck to Hogwarts exclusively, but what other location could Harry's parents chose? They couldn't have known no other location at which their child would spend a lot of time. Certainly not Lilly's estranged muggle sister. – Vedran Šego Dec 19 '14 at 14:11

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