The majority of Ghost pokemons had a previous life (Yamask, for example). They originally died, but were brought back to life.
There's slso the fossil pokemons being revived. They died at some point, but were brought back by scientific means.
Are pokemon 'immortal'? They are stated to have a life span and are subject to death. But if they can be brought back by various means, then does 'death' even have a meaning in the pokemon world?