Ambrose Bierce, "A Psychological Shipwreck" (1879) from Ambrose Bierce: The Devil’s Dictionary, Tales, & Memoirs:
Not my favorite Bierce, though maybe because I constantly talk and think of him. I don't remember a time before I knew of him, since I grew up with two Bierce books in the house. (Can Such Things Be? and In the Midst of Life.)
The headnote says that this is a favorite for anthologizing and that readers have loved to puzzle out the connections. I can't say I understand why, since it seems both clearly in line with Poe and other earlier writers who played with some idea of trances; and seems clearly related to the late 19th-century obsession with spiritual forces and physical connections.
(I can't remember who wrote it, but there's a story from around this time of a seance where the spirit that comes knocking leaves a number when asked its name--and it turns out to be the number for one of the seance-participant's amputated foot. The idea of spiritual forces behind or inherent in the physical is so big at the point that Bierce is writing.)
What we have here simply seems to be a case of a man's spirit communing with the spirit of a relative; and beyond that, the notion that there are other relatives communing in spirit. What's the mystery?