In the present work we review recent results concerning stochastic phenomena in semiconductor lasers with optical feedback which operate in the low-frequency fluctuation (LFF) regime. Under these conditions the output intensity of the laser shows an irregular pulsated behavior in the form of sudden intensity dropouts. In the first two sections we show numerically the existence of stochastic and coherence resonance in the dropout appearance. These resonances are caused by the help of external colored noise introduced through the pumping current of the laser. In the third section we describe a recently reported new type of stochastic resonance, where a nonlinear system shows a resonance at a frequency not present neither at its internal time scales nor at any external perturbation. This phenomenon, known as ghost resonance, is reported both numerically and experimentally.