The easiest answer is: they don't.
Is there a particular example somewhere of one that does?
Switch into a Sorcerer with the Undead bloodline. Casting, through sheer willpower, the spells that they knew best in life.
Free Eschew materials and no need for a spellbook, but same spell list. More limited, but as I said, they can now cast their favorite spells that they retained even in death.
There's one way you could try it (if you're making it as a plot idea).
Suddenly 'castaway' ghost: Not every spell has material components. And nothing keeps him from reading via Spellcraft any magic books he can get to. He may not even need to have the book opened.
Established ghost: His new spellbook is tacked to the walls of a secret room. He's learned Eschew Material Components. He's got a pair of ghost-touch gloves (invisible/permanency'd) for the expensive stuff.
Point: To prepare spells, a wizard must sleep for 8 hours.
Counterpoint: Ghost are undead and don't sleep at all, let alone for 8 hours.
Point: However, you don't have to sleep (or slumber) to regain spells, just rest and not do anything physically or mentally exhausting for 8 hours.
Counterpoint: So then what? How is a ghost wizard going to study any spells without a spellbook?
Point: You can prepare Read Magic without a spellbook. And, being a cantrip, cast it over and over again.
Counterpoint: And, what good will that do without a spellbook?
Point: Then, the ghost wizard finds another unoccupied wizard's spellbook. Hopes that that spellbook is left open. Casts Read Magic. Checks to see if it's a spell the ghost wizard knows...
Counterpoint: ...And the spell is 2nd level or lower because a 3rd level spell will take up 3 pages. That's if the 2nd level spell is on both open pages to view, and not one part on an open page and one part on the next turned page.
Point: ...yeah, yeah, yeah, and that. Then, the ghost wizard can study that spell! Woohoo!
Counterpoint: Pfft.
Point: And maybe the open paged spell will be Prestid... Prestig... that one cantrip that does minor tricks.
Counterpoint: Prestidigitation?
Point: Gesundheit. Then the ghost wizard can use that spell to turn the pages of that spellbook, and any other spellbook he or she comes across... er.. floats across in the future.
Counterpoint: ... Too bad Read Magic requires a clear crystal or prism as a focus. Ghosts can't use physical objects.
Point: DAMMIT!
Not saying it'd actually work or anything.
Perhaps the wizard took Eschew Materials and numerous amounts of Spell Mastery and somehow retained them in the afterlife.