In Star Wars: The Clone Wars, the Old Republic's ancient Sith Lord Darth Bane appears before Yoda. While some may argue that this encounter breaks the known canon based upon the confirmed lore around Force ghosts, there are solutions that help explain the ancient Sith's appearance from beyond the grave. After all, the power of the dark side is as dangerous as it is tempting, coming with its own set of risks for Sith Lords seeking to prolong their existence after death.
As has been confirmed in the Star Wars canon, becoming one with the Force and retaining one's individuality as a Force ghost can only be learned by a Jedi. It's not something that the Sith are able to achieve. This is a large reason why achieving immortality is such a large focus for the Sith, coming from their desire to never let go of their corruptive power. As a result, there are effectively two explanations behind Yoda's encounter with the spirit of Darth Bane in finale episode The Clone Wars season 6 when he visits the ancient Sith world of Moraband.
Yoda May Have Faced An Illusion Of Darth Bane
The simple and rather uninteresting answer is that Darth Bane appearing before Yoda was largely in the diminutive Jedi Master's mind. Seeing a vision of Darth Bane would still track with several parts of Yoda's Force-guided journey in The Clone Wars. Led by the Living Force and the ghost of Qui-Gon Jinn, Yoda learned the lost knowledge regarding the Jedi's ability to become a Force ghost after death, something he'd end up teaching to Obi-Wan Kenobi prior to their respective exiles in the wake of Revenge of the Sith.
That being said, Yoda's journey was incredibly supernatural in nature, venturing to worlds such as Dagobah and Moraband which both serve as powerful Force nexuses to both the light and dark side. At one point, Yoda had to face a living representation of his own fears and darkness, an encounter that represented his own psyche made corporeal through the Force. As such, there is a precedent for Darth Bane being far much more than an illusion or simple projection meant to test Yoda's resolve.
Sith Spirits Can Live On After Death Using Essence Transfer
The far more interesting explanation behind Darth Bane's Clone Wars cameo is that he was a genuine Sith spirit tethered to Moraband. The ancient SIth world that could have been where he actually died as well as being his final resting place with his own tomb. Having created the Sith's Rule of Two during the waning years of the Old Republic, Bane was a legendary Sith who more than likely had the required knowledge to tie his spirit to the mortal plane. As seen with other Sith in the Star Wars canon, it was possible to cling to life through the unnatural methods of the dark side.
It's indeed possible for a Sith Lord to transfer their spirit following death, albeit via a cursed existence. They could inhabit another living soul or object such as the ancient Sith architect Darth Momin. Refusing to leave his dark work uncompleted, Momin transferred his spirit into his own mask though it had to be worn by a host he'd then possess in order for him to function. This was seen in 2017's canonical Darth Vader comic series from writer Charles Soule and artist Giuseppe Camuncoli.
As seen in the non-canon Legends, even geographical locations could be inhabited by a Sith spirits. Such was the case with Exar Kun who inadvertently tethered his spirit to the Massassi temples of Yavin IV for thousands of years. Obviously, these Sith spirits have their limitations and boundaries with far more cursed existences when compared to Jedi Force ghosts. Had he used this same technique around the time of his death it would mean that Moraband was where Darth Bane died, and that his spirit was effectively trapped there for years before Jedi Master Yoda's arrival to the Sith world.
It stands to reason that Yoda faced the actual Darth Bane during The Clone Wars, rather than the spirit simply being a projection of his own consciousness or an illusion resembling Bane meant to test Yoda. Intentionally and ironically voiced by Luke Skywalker actor Mark Hamill, the presence of Darth Bane's spirit from his tomb on Moraband is a major moment in The Clone Wars, and it's far more exciting to believe that Yoda faced the actual Sith Lord himself. Either way, the Darth Bane cameo doesn't break the Star Wars canon, seeing as how he's not a legitimate Force ghost in either scenario.