Every investigation into a haunting starts with a submission; you or someone else has experienced something and reported what you saw/felt/heard to someone for the purpose of delving deeper into the details and possible explanation for the experience. In addition to an on-site, hands full of equipment and mind open to possibility, type of investigation it is crucial to have the details one already "knows" to be fact. That's where the research element blossoms.
The first, and easiest, step is to identify the location. Get an exact address. It is possible to start with just a street address, but it doesn't stop there. Every address has a location, described in the title or deed, that give an exact geographical location of the property. To effectively get background information, that is a must in your notes. These are usually available on the title, but frequently the person who submits the sighting is not the title holder on the property, or the title is not immediately available. In this case, a trip to the local land office is in order.
Land titles are public information. Simply walk into the land office of the area you are investigating and give them the address and they will provide you with some sort of document which shows the plat and lot numbers of the property in question, as well as current owners, very recent other owners, and associated liens. In Ontario, much of this is available online but one must have the exact number associated with the property (also available on the parcel register you would get in the land office). So who cares about the current owner? In the larger scheme of things, this may or may not be an important piece of information, but a casual look at the lien information may give you something additional to check out.
With the exact location (parcel and lot information and registry code) it becomes possible to trace the ownership of the land back to the very first owner. Typically in Ontario the original owner is the Crown. The land office has the capability of giving you all of the owners and lien information back to Crown ownership. A word of caution, however, in that this information doesn't come cheap. You can expect to spend anywhere from $7 to $70 for this as there may be several pages of print-out. Provincial archives may have much of what you are looking for at no cost except your hard work going there and digging through the records yourself. In the United States, certain properties are easier to research than others because the further east you are working, the older the land ownership. Some places on the east coast of the US were owned by a variety of different nations prior to individual ownership. Pennsylvania is a lovely exception because in its beginning it was given to William Penn by the Crown and there is pretty good documentation to go along with that.
Armed with your land ownership information you can then delve into property disbursement and facilities construction. In the US, less than 5 percent of structures are built in areas not requiring permits. Information on permits that have been issued is available at the local permit-issuing office. Typically, the office would only have on hand the permits issued for the current calendar year, but when pressed (nicely) will allow access to whatever they can get their hands on. Be cautioned, however, that in Ontario and most other places these permits are not easily researched. Unless you are the title holder, you will not be granted access to the file itself. You will be given an opportunity to look at a book of all the permits and find the place you are researching by the identifier plat and lot numbers from the title. It's grueling work, and I don't recommend it unless you feel a specific need to see changes to an existing dwelling or have a general idea of what year in which to look for the construction of the home.
I have found that Table A, American Congress of Surveying and Maps, is an excellent worksheet for physical details about a property. This is a checklist to guide you through making notes on natural and man-made features of the property, as well as items you might not immediately think about; railroad tracks, the curve of the roads in the immediate area, and names of owners of adjoining lands are often ignored in a background investigation and may prove to be just the information that 'cracks the case'.
Once the land has been researched in its physical nature, the elements of the people who lived there (and nearby) are your next project. Online, people search options may give you the names of people living in adjoining properties. Some will even give you a photo of the property. Various services are free and some charge a nominal fee. This will tell you about the sociology of the property. If the neighbors have children, or travel, or if the current owners/inhabitants have cable or internet, these might play a role in the psychology of the informant. Again, not enough to claim "hoax" but enough to get the mindset of the neighborhood.
Then the real fun begins. Creating a profile of the families (and businesses) who have inhabited the area will give you an idea of what timeframe and circumstance surrounds your haunting. In Canada, the public is allowed to view census information through the 1906 and efforts are currently underway to have the 1911 census released. Census information up to 1906 is available online for some Canadian localities, and many local libraries have print copies of past censuses. The information in the census includes the names (and often ages and places of birth) of all persons living on the property and that information for neighbors as well. In the US Census indices and abstracts, as well as actual scanned images, is readily available online up to 1930. Knowing the names and ages of the residents will help document the likelihood of the identity of the entity, as it is generally believed that ghosts return to places that were integral to the entity when living.
Collecting census information will give you a good idea of when people died as well, which will help define the circumstances of the death. If the male head of household, for instance, appears in the 1811 census but not the 1821 (or 1816 if one was done for that area) then you can more easily look for obituary information (usually giving the nature of the death) on the deceased.
Perhaps more importantly, the census will give you names. General internet searches will reveal a great deal about the persons in the home as far as notes on the family by genealogists, participation in civic functions and boards, and perhaps any newspaper articles of relevance to either the person or his home. One of the best instances of this I have personally seen was in the research of an Ontario home. The family who inhabited the property in question for the longest time was socially prominent. A cross reference of the genealogy and newspaper articles revealed that two significant events occurred that left a lasting impression-perhaps even on the property in terms of the entity in question. One family member had been killed in a particularly tragic train wreck and fire nearby, which also took the life of a young female cousin. And the original builder of the home went bankrupt before his wife and young daughter could inhabit the property. The young daughter died not long after the property was sold. Could this young daughter be revisiting the home she had so longed to live in?
The majority of the information you are seeking can be found in the local library. Much more can be found in the provincial/state/national archives which are generally located in the larger municipalities or state/provincial capitals. The Church of Christ of Latter Day Saints has extensive information about family histories online and many governmental documents are available on microfilm at there local Family History Centers worldwide. Census data, birth, death, and marriage information, and user-submitted family genealogies are readily available on the internet. As a general rule, actual scans of documents are more reliable than transcripts or family trees on line.
As with any good research, documentation of your findings is very important. When called to task to substantiate your informed opinion, the more legitimate references you can show, the better. Make photocopies when possible, print web pages when possible, and keep a file. Note references you used and did not find particularly helpful so you don't find yourself revisiting something that looked interesting in the card file. When documenting, be sure and list the author, publication date, or other resource information as you would in any formal paper you author.
Background research probably isn't going to make or break your case for or against the existence of the entity. What it will provide is a sound, logical basis for your overall investigation as well as some ideas for direction in your hypothesis.
American Congress of Surveying and Maps, Table A
Housing Units Authorized by Building Permits, US Census Bureau
City of Kingston, Ontario, Planning and Development Services
Intellius Property Search
1911 Canadian Census Release information
1906 Canadian Census Information
General Canadian Census Information
Latter Day Saints