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Reading this question, I see that the answer to it quotes the player's handbook, saying that:

When an attacker reduces a creature to 0 hit points with a melee attack, the attacker can knock the creature out.

Furthermore it claims that since the creature asked about isn't immune to unconsciousness, it can be knocked out.

Is this really true? It seems quite counter-intuitive, especially for incorporeal creatures like e.g. banshees or ghosts, neither of which have a listed immunity to unconsciousness.

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    \$\begingroup\$ Why is it counter-intuitive for incorporeal creatures? The fact that you reduced them to 0hp already proves that your weapon can affect them, or am I missing something? \$\endgroup\$ – Erik Dec 11 '17 at 13:30
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    \$\begingroup\$ I believe OP is asking if the rules support knocking entities out (such as ghosts) without destroying them. \$\endgroup\$ – Ifusaso Dec 11 '17 at 15:25
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In general, yes. But there are exceptions

The general rule is outlined in the PHB:

Sometimes an attacker wants to incapacitate a foe, rather than deal a killing blow. When an attacker reduces a creature to 0 hit points with a melee attack, the attacker can knock the creature out. The attacker can make this choice the instant the damage is dealt. The creature falls unconscious and is stable.

It lists no conditions for this to be true, so, in the absence of something specific saying that you cannot, you can knock out the creature.

However, per this Q&A there are at least a couple creatures that do not appear to be able to be knocked unconscious because of effects that take place when they get reduced to 0 HP.

Creatures with immunity to being unconscious

This one is pretty obvious. If a creature is immune to being unconscious then it can't become unconscious. Earth, Air, and other elementals often have this.

See this Q&A thread for more exploration of this topic.

Most Creatures with the Constructed Nature feature

Monster Manual pg.19 covers this.

Constructed Nature.

An animated object doesn't require air, food, drink, or sleep. The magic that animates an object is dispelled when the construct drops to 0 hit points. An animated object reduced to 0 hit points becomes inanimate and is too damaged to be of much use or value to anyone.

In this case, when a creature with this feature gets knocked to 0 HP, they simply lose the magic and they become inanimate.

Golems

Blind Obedience.

When its creator or possessor is on hand to command it, a golem performs flawlessly. If the golem is left without instructions or is incapacitated, it continues to follow its last orders to the best of its ability. When it can't fulfill its orders, a golem might react violently-or stand and do nothing. A golem that has been given conflicting orders sometimes alternates between them.

A golem can't think or act for itself. Though it understands its commands perfectly, it has no grasp of language beyond that understanding, and can't be reasoned with or tricked with words. (Monster manual p. 167)

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Yes, those are the rules as written.

The PHB (pg 198) does state that the attacker can just choose to knock their target out if they drop them to 0 hit points:

When an attack reduces a creature to 0 hit points with a melee attack, the attacker can knock the creature out. The attacker can make this choice the instant the damage is dealt. The creature falls unconscious and is stable.

It also says, immediately preceding that section:

Most DMs have a monster die the instant it drops to 0 hit points, rather than having it fall unconscious and make death saving throws.

Mighty villains and special nonplayer characters are common exceptions; the DM might have them fall unconscious and follow the same rules as player characters.

So the normal way of things is that when a monster/NPC is dropped to 0 HP, they just die, unless the DM or the players specifically would like to keep them alive by knocking them out instead.

Now monsters may have immunity to specific conditions, as described in the MM (pg 8):

Some creatures have vulnerability, resistance, or immunity to certain types of damage. Additionally, some creatures are immune to certain conditions. If a monster is immune to a game effect that isn't considered damage or a condition, it has a special trait.

And as per the PHB again (pg 292), being unconscious is a "condition", which a creature may or may not have immunity to. If it is not listed as being immune to unconsciousness, it is not immune - so it can be knocked out. Some creatures, such as elementals, are specifically listed as being immune to the unconscious condition.

If it helps, you could imagine an unconscious ghost as being so damaged it has become essentially incapacitated and can no longer act or do much of anything but has not quite been utterly obliterated just yet. Remember that enemies knocked unconscious by fights in this way haven't just had a bump on the head and gone to sleep - they're very badly hurt all-round, and reaching 0 hit points is the threshold at which you're just too damaged to function.

Of course, your DM is free to decide whether or not they think ghosts can be disabled in such a manner in their world.

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    \$\begingroup\$ "haven't just had a bump on the head and gone to sleep" In medical terminology, that's called a coma if you're out for more than a few seconds. \$\endgroup\$ – Shufflepants Dec 11 '17 at 19:55
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RAW — a creature can be knocked out, unless stated otherwise

The rules say:

Sometimes an attacker wants to incapacitate a foe, rather than deal a killing blow. When an attacker reduces a creature to 0 hit points with a melee attack, the attacker can knock the creature out. The attacker can make this choice the instant the damage is dealt. The creature falls unconscious and is stable.

The creature type isn't specified as a requirement, so RAW it can be any creature, unless the creature type or the creature itself has some kind of immunity ("specific beats general").

DM can follow the common sense, not the rules

There are plenty counter-intuitive things in the literal reading of rules (for instance, heroes become wounded when they level up) — so the details is always up to the DM, who doesn't have to follow the literal reading. The DM might say you can not knock out a ghost, or that you can incapacitate it some other way.

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