This story isn't particularly exciting, but it happened at my place of employment, Hewitt Associates, and most people are familiar with Hewitt, at least in Lake County, IL.
I work 3rd shift in the 98 building in Lincolnshire and am one of the very few people who work all night at Hewitt. I had been going through a rough time last summer, and had been feeling pretty depressed. Nothing had been going on during one particular night and at about 2am, I fell asleep for a couple of minutes. I woke up pretty abruptly, and went into the bathroom to splash some water on my face, in order to wake up. When I was in the washroom, I was thinking about what had been going on in my life, and I started to cry. I distinctly and clearly heard a female voice right behind me say, "Don't be sad." I turned around, and no one was there. I had been standing right by the door where the sink was, so there was no way for someone to get in or out without me seeing them, and also the bathroom door has an automatic opener which is rather loud and I would have definitely heard them come in or leave.
I checked the 4 stalls immediately after hearing the voice and turning around, and no one else had been in the bathroom at the time. Like I said, not particularly scary, but it did give me the creeps. And it took my mind off my problems for the moment, too!