I watched the first episode on the new Three Stooges DVD set, which is the sixth volume, I believe, "The Ghost Talks."
It's pretty good, and funny. I liked it anyway, but I think I was already in a good mood and predisposed in this case to laugh.
As to how the ghost talks, it's all done with wires being pulled from above. I've seen plenty of strings and wires in other Stooges films, but I think this one has to hold the record for the number of wires and frequency of their being pulled.
Since the ghost is talking about half the film, that means the wire is being pulled from above about half the episode! Then there's a bird in a skull, a frog up Shemp's pantleg, and I can't think of what else there was. With the wires clearly seen, making me wonder if these were as visible when the films were shown in the theater, or whether the DVD is so crystal clear that we're able to see things better. It's distracting, but I make allowances for it since of course that's the way the special effects needed to work.
There's so many wires I hope the Three Stooges don't get tangled up and choke to death.
It's confined to one set, I think. Maybe the ghost, while living, in a flashback is a different set. They're at an old castle as delivery/moving men and are supposed to transport a few objects out. They get involved in talking and drinking with the ghost in a suit of armor, and that's about it.