People certainly believe that they have out of body experiences. However, we’re not sure whether this is down to hallucinations, or whether there is some sort of soul-like entity leaving the body. The question of consciousness, and whether we do indeed have a soul, is a huge philosophical question that science has answered yet, so we’re not getting very far with that side of things. On the other hand, we can do experiments where people are induced into having an out of body experience, either by making them hallucinate, or more recently, by stimulating certain areas of their brain. However, the brain stimulation studies tend to be done on people who haven’t had out of body experiences before, so we don’t know whether they’re actually experiencing the same thing.
Other than that, we don’t too much about them at the minute!