This is a good question, and to me, there are a few different ways of looking at it. One is, is there an afterlife that follows our physical death? The answer is, yes, there is, most definitely. A quick look through Ruhi Book 1 will reveal a number of insightful quotes from the Writings on this subject, including this one, which tells us that this physical world is, in fact, a way of preparing us for the life beyond:
“In the beginning of his human life man was embryonic in the world of the matrix. There he received capacity and endowment for the reality of human existence. The forces and powers necessary for this world were bestowed upon him in that limited condition. In this world he needed eyes; he received them potentially in the other. He needed ears; he obtained them there in readiness and preparation for his new existence. The powers requisite in this world were conferred upon him in the world of the matrix …
“Therefore, in this world he must prepare himself for the life beyond. That which he needs in the world of the Kingdom must be obtained here. Just as he prepared himself in the world of the matrix by acquiring forces necessary in this sphere of existence, so, likewise, the indispensable forces of the divine existence must be potentially attained in this world.”
Another way of looking at the question is: Are there “spirits”, or souls, who are bound to the material world? The answer to this question, according to ‘Abdu’l-Bahá, is no:
“There are no earth-bound souls. When the souls that are not good die they go entirely away from this earth and so cannot influence anyone. They are spiritually dead. Their thoughts can have influence only when they are alive on the earth… But the good souls are given eternal life and sometimes God permits their thoughts to reach the earth to help the people.”
Yet another way of looking at the question is: Have people who report seeing “visions” or apparitions of people who have passed away, or somehow communicating with those people, actually seen or heard those souls? The answer, according to Shoghi Effendi, is “probably not, but possibly, in very rare circumstances”:
“Regarding your question: In His chapter on ‘Visions and Communications with Spirits’ in ‘Some Answered Questions’, the Master evidently desires to point out that there can be, under certain rare circumstances, such as those experienced by the Prophets, communion with some soul gone before into the invisible world, but that most of this type of experience which people often claim to have with departed souls is nothing but the product of their own imaginations–however real it may seem to them to be. […]
“Truly mystical experiences based on reality are very rare, and we can readily see how dangerous it is for people to go groping about in the darkness of their imagination after the true thing. That is why, as you point out, we are warned against all psychical practices by the Master.
“If we are going to have some deeply spiritual experience we can rest assured God will vouchsafe it to us without our having to look for it.”
It’s also worth noting that ‘Abdu’l-Bahá and Shoghi Effendi both recommend against trying to tamper with or even to give undue consideration to supernatural or psychic forces, as mentioned in the quote above, as doing so can actually be harmful to us spiritually and retard our soul’s progress.
For a good treatment of the subject of everything supernatural in the Bahá’í Faith, you might want to take a look at the book Miracles in Religion: A Study of the miraculous in religion in context of the Bahá’í Faith by Anil Sarwal.