I was just wondering if any one has ever heard of any place that is haunted by a caveman ghost ( caves, woods ect)

There's supposed to be a stone-age ghost in England somewhere. Unfortunately I don't have the book that mentions it handy so I can't tell you where exactly.

In North America there are also a number of locations where you can hear chanting sometimes and see figures that suggest they are remnants of the days when Native Americans lived here freely (before the influx of Europeans).

All in all, though, these phenomenon are pretty rare. One theory is that some ghosts are a sort of atmospheric photograph, like a naturally occuring film, and that over time they "run down" as the energy that drives them is gradually used up. I've always thought this was a sensible suggestion, myself. Not that I dismiss the possiblity of survival of the soul, I just think it's possible there are more than one answer to this enigma and I think this is probably one of them.

Why, are you going there to look for spirits or something!? You should try googling it... the power of the internet!