When I was younger, my family moved around a lot. About the closest thing to a 'home' that we had for the first 8 years of my life was my Gramma's house in rural Missouri (a few miles outside of Eldon, MO). It was a multi-leveled house with three ways into the main house and one into the small storage area, which was unreachable form inside the house.
Since talking this over with my mom, I have come to realize that many places on my Gramma's farm were haunted, but the house was the worst (at least to a kid that had to be inside before dark). Almost every level of the house had a spirit that inhabited it:
The attic had something that walked over a certain bedroom late at night, distinct footsteps pacing back and forth, that could not be heard anywhere else in the house.
The basement itself was fine, but the room that held the water heater and furnace was not. I don't remember much about the furnace room: the door was not on the same level as the basement (being about 2 feet higher), the room was always cold and damp and the door was located on the second stair up from the bottom of the staircase. Also there were no windows. From my mom I learned that all of the kids and grandkids that grew up there remember being terrified of the room when they were small, a feeling that went away quite suddenly in their early teenage years. All I know is that my mom, who is sensitive and has seen ghosts her entire life, forbade me and my sister to go down there without an adult present because the stairs were 'bad'. When I was little I thought that she meant the wooden stairs needed to be repaired, as my Grampa was always talking about repairing them but she said that she really thought we were in danger there- she just could give a solid reason for it.
Then there was The Lady. I never saw her, but her room was always 60F or less. I know this because my family would try to warm it up in the winter and couldn't get it any warmer than 60F even with space heaters. They finally gave up and just put extra blankets in there. The first time I stayed the night in there she scared the living tar out of me! Here I was, about 6 years old, and I start feeling someone patting my hair and tucking me into bed but I couldn't see anyone. I remember sleeping with my grandparents that night, but eventually got through the fear and realized that The Lady was only being nice. After that, I always got that room when I stayed the night because it was one of three places I could sleep in the house without having screaming nightmares.
The kitchen, parlor (used only for guests who were not family), and the dining room were all haunted by a entity that used to stare at me during the day and would watch me at night if I slept anywhere but The Lady's room or one of the newer parts of the house (where he apparently could not go). My mom told me she also felt him (both of us got the impression he was male) but wouldn't say anything because of the screaming nightmares I used to have. For a while my mom, sister and I slept on a fold out bed in the den (a new area). The den was down a flight of stairs and the upstairs looked over it. We compared and found that we both remember him looking over the railing in the dining room most of the time, though she says that he didn't do so as often on the nights I slept elsewhere.
Even though the thought of the furnace room and the entity who used to watch me scares me even today, I have no recollection of the screaming nightmares. According to my mom, I would be dead asleep and I would start whimpering and thrashing about. Soon I would be doing these really weird screams, kinda breathy - like you want to scream but are too scared to make any noise - but there would be a look of absolute fear on my face. Right before I would wake up I would get this relieved look and relax... This scared my mom more than anything.
For years I thought that I was imagining all of this (mostly because I never saw anything, just felt it) but the conversation with my mom has left me convinced that it really happened.