B&W(?) Movie:Ghost catches bullets at the end, Never saw shower before

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Ok, been bugging me a while. Oh wait, @Yoda, it's Frailty. J/K...

What the frig is this film?????

1. I *think* it's black and white. Definitely an older movie. I saw it on TV as a kid, and I don't *think* it's an episode of the twilight zone or anything similar.

2. I *think* the main character is very famous. (Similar to Cary Grant, or Jimmy Stewart).

3. He's visited by a ghost, I believe wearing a fedora.

4. At one point he wanted to take a bath, but never saw a fawcet way up on the wall before. He takes his first shower ever.

5. (Spoiler) It ends with someone trying to shoot the main character, and the ghost later hands him the bullet (or two?) that he caught that saved the guy.
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At first I thought I was confusing it with Play it Again Sam (woody allen film) but that doesn't make sense, and I can't seem to find the catching bullets scene. Humphrey Bogart himself gets shot, but from another ghost.

It's not what I remember.