List of unnamed non-corporeal lifeforms.
This alien was causing Janeway hallucinations, in which he tried to convince her that she had already died, and needed to let go and cross over in an afterlife called the matrix. To achieve this, he posed as Janeway's deceased father, and claimed it to be a place of joy and wonder.
Janeway was skeptical, and eventually managed to have him reveal that this is what his species did, and ultimately that he wanted her to go into the matrix so she could provide him with nourishment. With her firmly refusing to cross into the matrix, the alien became "dislodged". However, the alien promised he'd wait for her and she'd see him again when she finally died.
After the event, Janeway was left with questions about if his realm was indeed some type of afterlife, if this event species accounted for near-death experiences, and if the species was confined to the Delta Quadrant. On the latter question, Chakotay was convinced he must be. (VOY: "Coda")
Non-corporeal DS9 visitors
These non-corporeal aliens were powerful aliens on an extended mission exploring the galaxy who visited Deep Space 9 in 2369, after following a ship through the "hole in space" from the Gamma Quadrant. They apparently gave off notable thoron emission levels.
They observed the Deep Space 9 inhabitants for a while and then started making their imagination real to explore the concept, calling it unique. They took the forms of characters familiar to the crew, like Rumpelstiltskin, Buck Bokai, and Jadzia Dax. (DS9: "If Wishes Were Horses")