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Banshees were a type of spirit.
Nature
In the Prime Universe, they were a type of spirit, distinct from ghosts or wraiths. (PROSE: The Ghosts and the Machine)
History
On Halloween 2019, the Crew of the Copper-Colored Cupids and Madame Tarsa faced and ultimately defeated the Great Ghost's legion, which had escaped from the Spirit Realm and included banshees among many other kinds of spirits. Like ghouls, goblins and wraiths, but unlike ghosts and poltergeists, banshees were apparently at least somewhat corporeal, such that the Queen of the Black Market thought she might be able to hold them at bay with her spear. (PROSE: The Ghosts and the Machine)