Lantern Ghost

Lantern Ghosts are lantern-carrying, shrouded Shy Guys introduced in Super Mario World 2: Yoshi's Island. Despite hating the light, Lantern Ghosts are always seen with a lit lantern.

Super Mario World 2: Yoshi's Island
Lantern Ghosts appear in Super Mario World 2: Yoshi's Island and its remake as enemies commonly found in caves. Just like the regular Shy-Guys in Super Mario World 2: Yoshi's Island, they can be found in four colors, being grey, green, orange, and brown. They walk around and can be defeated by either being eaten or jumped on.

Yoshi's Island DS
Lantern Ghosts return as enemies in Yoshi's Island DS, acting the same as the first game with the same color variants.

Yoshi's New Island
Lantern Ghosts return as enemies in Yoshi's New Island, acting the same as their prior appearances.

Mario Party Advance
Several Lantern Ghosts appear in the basement of Horror Condo in Mario Party Advance. They are a part of a Toad Force V fan club known as the TFV Fan Club. When approached, the leader introduces himself as Lantern Ghost and says that the club is currently in session. He then asks if the player is a fan of the show. If the player claims that they are a fan, Lantern Ghost says that they don't look like one and asks to show him a Toad Force V figure. When the player fails to produce it, he says to go to the item shop and buy a figure. Once the player returns with a figure, he lets them in and holds onto the figure for them, and as a complimentary reward, gives them the Poochy Pal Gaddget. He proclaims that the player is now a member of the fan club and asks them to spread the word about the show.

Other appearances
Lantern Ghosts are also referenced in Super Princess Peach, where the King Boo battle (as well as the background of Shriek Mansion's map) featured lightposts modeled after them.

An early image of the Rock Paper Wizard shows that he was originally going to be a Lantern Ghost-like character who, instead of carrying a lantern, carried a wand with a glove on its top end.

Super Mario World 2: Yoshi's Island

 * Official Nintendo Player's Guide: Better to eat a Lantern Ghost than curse the lack of an egg, eh, Yoshi?