I believe they definitely could, Eccman. This story, I believe, illustrates that point.
I had an uncle who was a bit of an eccentric. He was an incredibly handsome man and successful, but alcohol and the wrong kind of women were his downfalls. His family loved him, and in his own way, he loved his family but because of some of the choices he made in his lifestyle, we seldom saw him.
About a year ago, I had a very vivid dream in which I was carrying my daughter out of our den into the living room to refill a bottle. I looked down and there was a little boy of about 2 or 3 who was a bit ragged and what I thought was dirty from playing. The child was crying and obviously in distress and I bent down to scoop him up and comfort him. My only thought was, "OMG, someone has broke into my house and left this child here -- what on earth am I going to do with him?!"
At that moment in my dream, the child turned to dust. I looked up and saw the ghost of an older woman standing beside a chair a few yards away, who also just disappeared before I could say anything.
When I woke up, I was pretty disturbed by the dream. I even made a post here about it in much more detail. Later that day, I got the news that my uncle had passed on a month ago. One of his "lady" friends had him cremated and neglected to tell any of his family, including his only daughter, my cousin. Had the little sandy haired, blue eyed, dark skinned child in my dream been my uncle trying to communicate with me that something was wrong and that he had passed on? Was the older lady ghost an ancestor who was keeping a watchful eye on his restless spirit? I don't know, but it was very coincidental, and the child I saw in my dream did resemble him in his baby pictures. In my heart, I believe it was a visit from his spirit. So yes, I believe that regardless of whether a person's body is buried, cremated, etc... their spirit lives on.