This happened to my family about six years ago, we had just moved to New Zealand from Russia and this was our second house. We didn't start noticing anything until about two months later when the 'noises' began.
At night when we all went to bed the creaking noises began, exactly like the noise a staircase makes when to trample down it, a very old staircase. The only problem was we didn't have a staircase!
I know that at night the houses start cooling down and make loud clanking and clattering sounds. But these sounds were out of the ordinary, They were more like loud screeching sounds! Most of my family slept through it but I could never get to sleep after it happened and when I told my mum or dad or even my sister, they just said "I was imagining things" and "exagerating".
Later on, at night seperate rooms in the house went really cold, colder than average, it was freezing!!! I know this because one of the rooms was mine. My room was supposed to be the warmest in the house, day and night, from the way it was facing. But the room was so cold I would sleep in my sisters room (we didn't have a radiator at the time because it was mid-summer).
Then the strangest thing happened, about 5 weeks after we moved in. Every night before my dad went to bed he would check all the door and windows, the front door had two locks and he would check them very carefully. That night was like every other night, my dad checked all the locks (this was important because he had a large amount of savings stashed away in a briefcase) and we went to bed. Once again I could hear the familiar sounds of our invisible 'stairs' screeching and my room became very chilly, luckily it was winter and we bought radiators and extra blankets so i could hardly feel the sudden drop in temperature.
That night my dad woke up to a loud rattling and banging noise. He carefully walked to the front door. All the locks were undone and the door was wide open. He closed it turned the lights in the living room and with hesitation went to bed ready to deal with it in the morning. There was no explanation for it, the locks were all closed the door was closed, nothing was missing and no one had a sleep walking problem or anything like that.
A few nights later it happened again but the door was only slightly open. I guess my parents decided it was more than enough and started looking for a house straight away. Well we found one and thats where we are living today, everything is great and there have been no encounters with 'anything'.
I didn't find out about the incidents with the door until I was 12 years old, my family didn't want to scare me. Now I'm 13 and I sure don't want any more 'encounters'!!