Damon Knight's "Catch that Martian" (short story, detective, free): A "Martian" in New York is turning people into ghosts
Whether there is a Martian in the story is a matter of conjecture. Story is told by a police officer. Based on available information, he believes a Martian recently arrived in New York city, is posing as a human, & is finicky about manners of people around him. When he doesn't like someone's behavior, he does something to move him to another dimension, so he won't be bothered anymore! The people moved become like ghosts - they can see us & we can see them, but their voice cannot reach us, they cannot touch any physical object
Story is of the policeman working towards catching this suspected "Martian".
Fact sheet.First published: Galaxy, March 1952.
Download full text from Internet Archive. [via Marooned]
Related: Stories of Damon Knight.