Conquest of the Horde

When the WoWTCG came out you had the chance of getting this thing called a "loot card", that you could trade in in game for pets, mounts and other vanity items. One of these was the Ethereal Soul-Trader companion. The official blizz concept is that the Soul-Trader takes the souls of your kills, and you use those souls for special items. ICly it could be used as a bodyguard, mercenary, or a ghost that haunts a player for his/her past mistakes.

Heres the wowhead link for it, thought it might open up a few more options for RP:
http://www.wowhead.com/?item=38050

Gotta take in to account as to why an Etheral would be working for you, after all they aren't just ghosts, they are a sentient race of travelers and traders. If may be difficult to convince one to steal souls or look out for you...considering fighting isn't really their strong suit.

For the right pay, they would.

Of course GMs could just limit them to players who give the Traders a good reason to follow them around.