This particular experience of mine happened while I was staying the night at my grandmother's apartment a year ago.
For some time my grandmother had told me about a strange knocking sound she heard in her closet at night. I just shrugged it off and forgot about it eventually. Then, I had a fight with my parents and asked my grandmother if I could stay with her. Of course she said yes, so I quickly packed my things and drove over.
A short time after I arrived, my grandmother said she was tired and went to bed. I stayed up a little longer watching T.V. and finally went to bed.
Around 2:30 in the morning I woke up for no apparent reason. I heard the neighbours shouting and laughing outside, so I thought that's the reason I woke up. I lay in bed, trying to get back to sleep when I heard two knocks on the wall nearest my bed. I thought it was a neighbour knocking on the front door, so I got up to answer it, and there was no one there. The others were outside, so I asked them if they knocked and they told me no one has been near the front door.
This time, I blamed it on my imagination and tried to go back to sleep. A few minutes later, I heard the two knocks again. I remembered my grandmother's story and started to get scared. The knocks continued and after a while I fell asleep.
My grandmother still hears the knocks from time to time, and sometimes Mr. Knock Knock, as we call him, even shakes the lamps in her room to get her attention. We still haven't figured out who it really is, but it scared the daylights out of me. :)