Anakin Skywalker's force ghost is in the end of RotJ. We know from the Clone Wars that the only way to achieve that form of immortality is to go through the Light Side trials that Yoda experienced in the end of the series, that he also told Obi-Wan about in the end of RotS.

I believe that, between meeting Luke on Bespin and Return of the Jedi, Vader discovered these trials himself (or perhaps was visited by Obi-Wan) and renounced the Dark Side. Knowing that he is already too far gone for true redemption, he hints to Luke on Endor that he has to end his own life ("it is too late for me"). He always intended to save Luke and kill the Emperor. Palpatine knew that he wouldn't kill Luke, as he wanted him to watch the Rebel Alliance be destroyed and then take Luke as his new apprentice, but Palpatine did not realize the extent of Vader's love. It affected him so much that he was willing to sacrifice everything that Vader is in order to give Luke a chance, something he knew he could have done for Padmé.