This isn't much, but it's all I've got. It's my only personal experience with something "weird". If you're easily bored, quite reading now...
My brothers and I grew up in an old (for Colorado) stone house that was built in 1872 (as an aside, I still live there). By all "rights", the place SHOULD be haunted. Right behind the house is a sandstone shelter cave that was used for at least a couple thousand years (off and on) by Native Americans. The house was used as the center for a tuberculosis patient camp for many years. Alferd Packer, Colorado's famous (believed) cannible, was a frequent guest at the house after he got out of jail. But alas (I think) none of us has wittnessed anything unusual occuring - in the house. OUTSIDE the house, however, was: [insert spooky music score here] "the digging in the creekbed".
Jeez, all this build-up for what is probably nothing. Ok, here's what we experienced:
One summer in the late '70's, and in my late teens (oops, I just dated myself- god I hate when that happens!), starting in mid-june, we heard the unmistakable sound of someone digging in the sandy creekbed with a shovel. Every night, starting at almost exactly 11:00pm, and continuing until 3:00am until early October (if I recall correctly). The creekbed runs about 15 feet (5 meters, for you metric users) behind the house. I say "unmistakable sound" because I spent a LOT of time as a kid digging in that creekbed (making dams and such) and I KNOW the sound wet sand makes on a shovel. I know the RHYTHM of sound one makes when digging wet sand with a shovel. OK - SO WHAT? you say. so some insomniac neighbor was playing in the creekbed in the middle of the night, you think. Ahh, but here's the rub -- this is (well, was) rural Colorado we're talking about. There weren't any neighbors nearby. But futhermore, THE CREEKBED WAS COMPLETLY UNDISTURBED. We went over every inch of it where the sound might have come from, several times, with the proverbial fine-toothed comb. Nothing. Nada. Zilch. Every night, you could hear it through the open windows on the back side of the house. Yell, shine flashlights at it, throw things at it, it continued. BUT GO OUTSIDE, and it stopped. INSTANTLY. My father's (a research physicist) only comment -- "well, there's got to be SOME logical explanation, but I'll be damned if I can say what". It only happened that one summer. Not a thing since. This is the only unusual thing we ever observed around the house (well, there was the occasional "figures in a monk's hood" going by the windows, but since that always involved peripheral vision, I tend to put that down to imagination.
Well, I'm afraid that's the only true, personal "ghost" story I have to offer