I've had few experiences, but this one was the most terrifying of them all. First a little background.
My grandmother and grandfather live in a little upstate New York town called Newark Valley. Behind their house is a hill covered with forest, a field and a small pond. As a child and later as an adult I would often hunt and walk the hill. There was however a patch of hemlocks that I always avoided. It had the creepiest feeling, and one always had the being watched feeling. It was so bad that even with a 12 gauge shotgun I never felt safe there. Even now typing this I find tears in my eyes and goose bumps on my skin.
As the years past I moved to Louisiana for a time. I brought my girlfriend to visit home, and we stayed in the upstairs bedroom of my grandmother's house.
We were sound asleep when we were woken by the most horrible, and unearthly baying. This baying sounded like what I imagine a pack of hellhounds would sound like. Now people have tried to tell me that what happened was nothing more than coon dogs, and a dying coon. I have heard coon hunts going on before, and I can guarantee you this was not what it was.
Anyway the baying went on for about 5 minutes, and seemed to be coming from the patch of hemlocks on the hill. The baying ended suddenly, and there followed such a scream that my hair literally stood up on end.
My girlfriend and I lay there gripping each other, and shaking. Now I am not a coward, and am a big man who is usually afraid of very little. Let me tell you I was close to needing a new pair of underwear. That is how unearthly those sounds were.
I was thinking to myself "damn it the guns upstairs, but all the shells are in the garage" when I heard movement in the back yard followed by a heavy panting sound (the windows where open as it was hot outside).
Nothing more happened or has since to my knowledge. I was to unnerved by the happenings that night to investigate the woods the next day. In fact I have not walked those woods since. I have no idea what it was I heard, but it was not a coon hunt.