Here are my experiences:
1. When I was young, probably about 8 or so, I was in my backyard close to the house. We had a swingset down in the far left corner of the lot, if I had to guess I would say it was about 150 feet away. I saw my brother throw a rock into the woods behind the swingset, he turned and looked at me and then disapeared. (my brother is alive).
2. When I was in college, we rented an old house. SWMBO and I were the only ones home at the time, my other 3 roommates were all away. We would always hear the front door and screen door open and close like someone was coming in, I went downstairs and there would be no one there.
Also, in our school's dorms, we would here what sounded like marbles dropping on our ceiling, you could call the room upstairs and ask them if they dropped anything but they would say no. You could also here it hitting your ceiling even if you lived on the top floor. In another dorm, cd's would fly off the shelf for no reason. This dorm was a converted hotel that apparently was the site of a lot of mob hits.
3. I was watching tv one night, SWMBO had gone to bed. I looked over into our dining room and saw a black fog up by the ceiling fan that soon disapeared.
4. I was sleeping about a month ago, I was on my back and my right leg was extended straight out, toes pointing toward the ceiling and I did not have a blanket on. Something wacked me on the big toe enough to wake me up. It felt like if you take the palm of your hand and make a "timeout" gesture but with a bit more force.
5. Finally, and this is the most hokey one, if we leave the blinds to our back door open, I often think I see someone walking around on our back patio and it always seems to look like a Confederate soldier. I always just catch a glimpse so I can't say for sure but we do live in Richmond, VA.....