“Haunting license” sounds a little like “hunting license.” “Darn it, I forgot my haunting license!” was credited to American humorist Corey Ford (1902-1969). “It’s the game warden—wants to see our haunting licenses!” was a conversation between ghosts in a 1945 newspaper comic strip.
   
A popular version was posted on the newsgroup maus.talk.english on November 2, 2017:
 
Q: Why did the game warden arrest the ghost?
A: He didn’t have a haunting license.
 
           
3 July 1932, San Francisco (CA) Chronicle, “Titillating Tombstones” (review of The Last Word by Homer Croy), pg. 4D, col. 4:
And Corey Ford, always the wag, wants this line:
   
“Darn it, I forgot my haunting license!”
 
17 July 1945, Harrisburg (PA) Telegraph, “The Sporting Thing” (comic) by Lang Armstrong, pg. 13, col. 5:
(Spoken by a ghost to another ghost.—ed.)
“It’s the game warden—wants to see our haunting licenses!”
 
21 April 1960, Austin (TX) Statesman, “Fun Time—The Chuckle Box” by A. Leokum, pg. B-16, col. 4:
Don: Why did the ghost get kicked out of the empty mansion?
Joe: I don’t know.
Don: Because he didn’t have a haunting license.
 
29 October 1978, Newsday (Long Island, NY), “Smiles,” Kidsday sec. pg. 1, col. 3:
Why did the policeman arrest the ghost?
Because the ghost didn’t have a haunting license.
—Allison Gerraputo, Baldwin
     
Google Books
Razzle-Dazzle Riddles
By Giulio Maestro
New York, NY: Clarion Books
1985
Pg. 17:
What gives a ghost the right to scare you?
A haunting license.
   
Google Books
The Spookster’s Handbook
By Peter Eldin
Drawings by Roger Smith
New York, NY: Sterling Publishing Company, Inc.
1989
Pg. 24:
Why was the ghost arrested?
He didn’t have a haunting license.
 
3 September 1989, Washington (DC) Post, “Mighty Funny’s Mini Jokes,” The Mini Page, pg. 3, col. 2:
Q: What does a ghost have to get before he’s allowed to scare people?
Mighty Funny: A haunting license.
(Sent in by Johnny Chiciguaya)
 
Google Groups: rec.humor
One liner puns
Henry Cate III
6/21/90
(...)
The man told the ghost to go away, “You don’t have a haunting license.”
     
Google Groups: maus.talk.english
Halloween Jokes
Karl-Heinz Wachtendorf
11/2/97
(...)
Q. Why did the game warden arrest the ghost?
A. He didn’t have a haunting license.
 
Google Groups: alt.support.mult-sclerosis
Halloween Shorties
Bill McCartney
11/1/98
(...)
Why did the game warden arrest the ghost?
He didn’t have a haunting license.
 
Google Groups: alt.humor.puns
[Fwd: Submit: Halloween Riddles]
Stan Kegel
10/30/00
(...)
Why did the game warden arrest the ghost?
He didn’t have a haunting license.  ( By Trinitty)
   
Google Books
Halloween Ghost Jokes For Kids 2
By Peter Crumpton  
PeteyRF Creative
2015  
Pg. ?:
Why did the game warden arrest the ghost?
He didn’t have a haunting license!
 
Twitter
torksy 🎃‏
@torksy_madnis
what gives a ghost the right to scare you?
it’s haunting license.
10:14 AM - 27 Oct 2017
 
Twitter
Chase Shepherd‏
@Chase_Shepherd
@meg_vickery Why did the ghost get a ticket? It didn’t have a haunting license! #BadJokeADayUntilHalloween
10:54 PM - 30 Oct 2017