This event happened about ten years ago. It didn't happen to me but to my niece (who we will call Sarah), who was about 4 at the time.
I had a grandmother in Vietnam that my family was raising money to bring over to live with us. My grandmother was Sarah's great-grandmother but she never knew who she was or what she looked like. One summer night my sister (Sarah's mother, who we'll call Marie) passed by Sarah's room to see her talking to the closet. Thinking nothing of it she went back to her room. That night Sarah told Marie that there was and old lady in her closet and that she said "I love you. Tell your mother and grandmother I love them too." Thinking it was Sarah's overacting imagination Marie shrugged it off.
Two weeks later we got news that my grandmother had died in Vietnam. Because of low money our family was unable to call us at the time of her death but sent a letter which we received two weeks after her death. My grandmother had died the same night Sarah saw the old lady in her closet. Keeping in Asian tradition we had the whole family over for a vigil on my grandmother. There was a picture of my grandmother on the mantel. When Marie and her family arrived, Sarah ran directly to the picture and said, "Mommy look that was the lady in my closet." Tears started pouring from my mom and sister's faces.
Sarah is 14 now and she does not remember a thing. But my mother believes it was my grandma trying to say she loved her before she passed on.