Here's a link to the fan activities forum which contains fan fiction. http://boards.theforce.net/xentemp/index.php?forums/activities/&prefix_id=11
Anakin appeared to Leia in the EU novel, Truce at Bakura, set directly after ROTJ. He also appeared to Luke in later issues of the Marvel comic series (apart from a much earlier issue which referred to three Jedi Knights on a mission - Obi-Wan Kenobi, Darth Vader and Luke Skywalker's father).
No, he's never shown even though most others are. Also Yoda, never came back, not even to the Lake of Apparitions... There was the one with Luke and Gaerial, but that's kind of been negated. I think the closest was stand firm to Jacen in TUF, but I think Jacen thought that, it may have been his future flow walking self. Jacen's character has gone from human to mythological. I hate it.
Oh, there's also this, and yes, it's real - the official first draft of ESB: STAR WARS sequel Screenplay by LEIGH BRACKETT Feb 17, 1978 174 EXT BOG WORLD – DAY Artoo, standing disconsolately apart from Luke and Minch in the clearing by the pond, seems to be wondering the same thing. Minch has also retired to the background. Luke, with a new strength and authority in his voice and manner, calls out. LUKE Ben. Obi-Wan. By the Force, I call you. For a moment nothing happens, and Luke wonders if he has failed. Then, as before, Ben materializes out of the mist. BEN And I am here. LUKE Ben…I’m so glad to see you! Are you real…or are you a ghost? BEN (laughs) I’m as real as you are, only my ‘reality’ has changed a little. There are no ghosts. Those are only names we put to things we can’t understand. LUKE Then Darth Vader didn’t kill you. BEN It was my time to move on. LUKE To move on where? BEN To a different part of the universe. It’s all one, if you know the way. Or rather, if you understand the laws that govern the way. One day you will. Luke, I’ve brought someone with me. Another half-ghostly form emerges from the mists; a tall fine-looking man who approaches Luke slowly. BEN Your father. LUKE My father. Even with his new-found maturity, Luke finds this an awesome, not to say shattering, moment. They look at each other. SKYWALKER You’ve grown well, Luke. I’m proud of you. (Luke, not knowing what to say, says nothing) Did your uncle ever speak to you about your sister? LUKE My sister? I have a sister? But why didn’t Uncle Owen…. SKYWALKER It was my request. When I saw the Empire closing in, I sent you both away for your own safety, far apart from each other. LUKE Where is she? What’s her name? SKYWALKER If I were to tell you, Darth Vader could get that information from your mind and use her as a hostage. Not yet, Luke. When it’s time… (he looks gravely at his son) Luke. Will you take, from me, the oath of a Jedi knight? Slowly, proudly, Luke draws his light saber and activates it, bringing it to the salute. Skywalker does the same. Ben and Minch also raise their sabers, standing by as witnesses. SKYWALKER I, Luke Skywalker… (Luke repeats after him at suitable intervals) do swear on my honor, and on the faith of the brotherhood of knights, to use the Force only for good, turning always from the Dark Side; to dedicate my life to the cause of freedom, and justice. If I should fail of this vow, my life shall be forfeit, here and hereafter. The four sabers touch, a kind of ceremonial amen. SKYWALKER That is the only armor I can give you, son. The rest is yours to do. BEN Good bye, Luke. Ben and Skywalker fade back into the mists. Luke looks after them, his face at once ennobled and fearful. http://starwarz.com/starkiller/2010...ack-first-draft-by-leigh-brackett-transcript/ (I've omitted the material crossed out in the draft, which includes the name of Luke's sister - it's either Nellith or Neilith, the original draft is kind of hard to read)