My brother and sister-in-law recently returned from a European vacation, to include a visit in England, at the Tower of London - reputed to be haunted by numerous ghosts - to include the ghosts of two royal brothers imprisioned and killed there as children.
After visiting the Tower, my sister-in-law noticed a constant weight on her sleeve, similar to a small child pulling on your sleeve for attention. As she slept that night, she dreamt of rooms that had to be in the Tower, but were not on the tour. In the room was a young boy, who asked to come with her. She declined, and the dream ended.
The next day, she had the same pulling sensation, and that night, the same dream, but when she declined that time, the boy's flesh paled to almost pure white.
In the morning, the weight was gone, and my brother and sister-in-law boarded a plane for the continent - where they stayed in a few castles, one of which my brother was convinced was haunted - the whole place raised his hackles. But no wierd dreams for him, just a gut feeling.
Unlike an experience some years back, when he was living by himself in a rented house. Being an avid reader and gamer (as am I), as well as a night owl, my brother had a gut feeling of being watched. Being more brave (or foolish) than not, he called out "show yourself, I won't be afraid!" to the open air. Upon finishing his statement, he watched a head and shoulders begin to appear, with what promised to be more on the way - not that he stayed around to watch, as he bugged out of the house for a few hours, and moved out soon after, never staying in that particular room again.
Other stories of local legend include the bar (The Loft) that is built in what once was a small hotel, back in the 20's - murals from then still adorn the walls, hidden by the ceiling panels. Anyhow, there is one way into and out of that bar, and that way opens onto a set of stairs leading to a kitchen and a clean bathroom. One night, while cleaning up after closing, the bartenders watched a woman walk out of the ladies room (which they had just cleaned), go past them, and head down the stairs. They simply put down the brooms and left for the night. The same place has a pinball machine that plays itself, on occasion.
Anal-retentive acquaintances from high school mucked about with a Ouiji board once, and one told the spirit guide what he could go do with himself. Upon returning home (his family was out of town, so his friends were with him as witnesses), he found that the blinds which had been left all evenly closed throughout the house were all wide open, and the house had a noticeable chill (seeing breath) despite the temperature reading 74 degrees Fahrenheit. Needless to say, Ouiji boards are now avoided by them.
As for myself, the closet thing I have done (aside from an overactive imagination as a child in the dark, racing for the light switch) was an accurate guess as to the cause of a large crash heard in the distance during dinner. I joked that it must have been a motorcycle crash. Not one minute later, frantic knocking at our door beheld a near-panicked woman wanting us to call an ambulance, as she'd just hit a guy on a motorcycle. Go figure.
All of the above have been related to me by participants of the incidents. Happy Halloween.