Why does Macbeth see Banquo's ghost in Act 3, Scene 4 of Macbeth?

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Banquo is an important character in the play, and therefore Shakespeare gave the part to an important actor. Shakespeare probably disliked killing this character off so early in the play. While he was writing the script he probably thought of bringing Banquo back as a ghost, thereby getting more exposure for the actor playing the part. Once Shakespeare had established that Banquo was a ghost, he could use the same actor yet again in the scene in which Macbeth confronts the three witches and demands to know more about the future.

I conjure you, by that which you profess,
Howe'er you come to know it, answer me:
Though you untie the winds and let them fight
Against the churches, though the yeasty waves
Confound and swallow navigation up,
Though bladed corn be lodged and trees blown down,
Though castles topple on their warders’ heads,
Though palaces and pyramids do slope
Their heads to their foundations, though the treasure
Of nature's germens tumble all together
Even till destruction sicken, answer me
To what I ask you.                 (Act 4, Scene 1)

The witches conjure three apparitions and finally show Macbeth eight kings with the ghost of Banquo standing behind them to symbolize that they are his own descendants. Macbeth realizes that his assassination of Duncan was futile, since he only made it possible for Banquo's progeny to inherit the throne. 

Shakespeare got extra exposure out of actors in other plays besides Macbeth. In Hamlet, for example, he has the ghost of Hamlet's father appear several times. First the ghost appears to Horatio, Marcellus and Bernardo in Act 1, Scene 1. Then it appears again in Act 1, Scenes 4 and 5. And much later in the play it will appear to Hamlet when he is having his violent confrontation with his mother in Act 3, Scene 4. There was no great necessity for using the ghost again in Act 3, but it gives the actor and an interesting character more exposure.

Shakespeare must have used minor actors many times in different roles in the same play. It seems likely, for instance, that the same boy actor played Portia and Calpurnia in Julius Caesar wearing different gowns and different wigs.

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It should also be noted in this regard that Shakespeare reawakens the supernatural atmosphere of ‘Macbeth’ in this scene. The “supernatural soliciting” of the three witches already modified Macbeth’s mind in Act I. Now in Act III he sees Banquo’s ghost as he and he only can visualise and understand the supernatural. It should also be noted that Banquo and Macbeth both confronted the supernatural in Act I. Banquo also warned Macbeth about the evil power which can remain hidden behind a “supernatural soliciting” [“But 'tis strange: / And oftentimes to win us to our harm, / The instruments of darkness tell us truths; / Win us with honest trifles, to betray's / In deepest consequence.” (Act I, Sc. iii)]. Now Banquo himself becomes a part of the supernatural and shows Macbeth its evil potential.

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Let's start with the fact that Macbeth is paranoid.  Not only does he ask the murderers twice if Banquo is really dead, but he also admits that he is uneasy because Fleance got away:

MURDERER: Most royal sir,
Fleance is 'scaped.

MACBETH: Then comes my fit again: I had else been perfect,

His paranoia shows again in this quote:

MACBETH: It will have blood: they say blood will have blood.
Stones have been known to move and trees to speak.

He is afraid of what he has brought down upon himself, and begins to believe that his evil actions will have consequences. 

Also, remember that Banquo had been Macbeth's best friend.  Macbeth had offerred Banquo "honor" in Act II, scene i, if only Banquo agreed to "cleave to [Macbeth's] consent."  Although Banquo angers Macbeth by refusing, this was still someone with whom he had fought in battle, a true ally.  To have been the instrument of his death is bound to create guilt.  We know from Macbeth's reaction to Duncan's murder, when he says he shall never sleep again, that he is capable of guilt.  The ghost is a manifestation of that, just as the dagger was a manifestation of his ambition.

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