Generally speaking, conservation means that in an isolated system a given physical quantity does not change with time. An especially important and useful conservation law is that matter and/or energy are neither created nor destroyed over time; they merely change form, and their sum total always remains the same. For example, the chemical energy of a gallon of gasoline is changed into the same amount of kinetic energy in a moving car. Braking to a stop the car converts this kinetic energy into the same amount of heat energy in the brakes, and this in turn increases the heat of the ambient air by the same amount.
Many people claim that ghosts leave their nonphysical realm to appear here in ours. If ghosts can interact with our material environment by becoming visible to human eyes or cameras, causing objects to move, and so on, they must be at least partially composed of matter themselves. Therefore, by disappearing from their domain and appearing in ours, they violate conservation of matter (and energy) in both worlds! And in ours, this simply cannot occur.