Well, there's three of them. The one that's created with a Boss's soul has some issues - it has high stat requirements, and you'd need a +10 weapon and access to Anor Londo to make it.
The other two drop off ghosts in the New Londo Ruins. There's two types of ghosts, the regular ones are "male" and drop jagged edge of ghost - like a super short scimitar. The female ones (you can tell because they don't instantly chase you, they use projectiles... and there's like two of them total) drop the Ghost blade, which is a dagger-type weapon.
I wouldn't bother with Cursed Weapons. Just buy two or three transient curses, and equip the gold serpent ring while fighting through NLR... you'll get more transients from the ghosts as you go through. I've got like... 15 now from all the drops they've given me.
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