Ghosts (Heretic)

Some monsters in Heretic (Golems and Undead Knights) can appear in a form of a ghost. Ghosts are translucent and cannot be harmed by projectile weapons (projectiles pass through them.)

Additionally, the Disciple of D'Sparil seems to possess the ability to flicker in and out of tangibility when preparing its attack, so a player might find a couple of their Hellstaff shots going right through them, for example.