I'm not sure about Sex, but I'd say Murderous Ghosts has Sin. At least when I played, the issue of sin and moral judgement/outrage was deeply bound up in the existence of the ghosts.
In A Wicked Age has gods, does that count? ;)
Could just be me, but my Apocalypse World game was chock full of ghosts. I guess that was just one version of the Maelstrom, but it was a collection of the restless dead created by the apocalypse. We had possessions, exorcisms, ghostly visitations, etc.