Steve Guttenberg -- Ain't Afraid Of No 'Ghostbusters 2' ... Cause It Never Came Out

Steve Guttenberg can't remember if he turned down the lead role in "Ghostbusters" (as legend has it) ... but there's one thing he's positive about -- there was NEVER, EVER a "Ghostbusters 2."

Steve was so sure about it when we ran into him in NYC last night ... he was willing to place a hefty wager with our camera guy.

Problem is ... "Ghostbusters 2" came out in 1989.

It's pretty shocking considering Gutes is such a legend of '80s movies -- yet seems to have no clue about the sequel (albeit a bad one) to the biggest comedy of the '80s.

Watch the video -- it's possible he's joking -- but he seems really emphatic that the river of slime, Vigo the Carpathian, and the dancing toaster never existed.

We wish, Steve.