I'm putting this here because I'm tired of folks using poltergeists wrong. They're not just hauntings, waiting around for the Winchesters and their salt and fire. Poltergeists are much more interesting than most folks write them, and I think this article opens the door to some interesting story ideas.

This excerpt from the article basically explains the thing:
Poltergeist is a German word meaning "noisy spirit." It describes many effects such as knocks on walls, objects thrown about by unseen hands, furniture moved, and other occurrences--it is believed that it is caused by the subconscious mind of that individual. It is, in effect, psychokinetic activity, moving objects solely by the power of the mind. The individual is often under emotional, psychological or physical stress (even going through puberty).

here is a link to the whole article.

And don't worry that there's no body to burn--The Internet is full of helpful ways to ditch a poltergeist. ;D