I'd like to share an experience my mom had that she has related to me a couple of times when I was younger.
When she was a young girl in the late 1940's in Germany, she lived in an apartment with her parents and two older sisters. She and her sisters shared a bedroom in the attic. She said that on some nights, she would be visited by a monk-like figure in a robe and hood who put his hands around her neck and would try to strangle her. She could never see its face, being obscured by the hood. She always knew the nights when these visitations would occur because she would be awakened by a light shining in her face, and would then hear low footsteps coming up the attic stairs. Too paralyzed with fear to move (or maybe by something else) she could only lie there and wait and watch helplessly until it made its appearance. She even tried to trick it one night by ducking down under the covers to the foot of the bed, but it only lifted the covers at that end instead! Her sisters never awoke to see what was going on, and she couldn't tell her parents (my grandparents) who were very strict, and she might get punished for "telling stories".
The experiences didn't cease until they finally moved away. To this day, it still bothers her to talk about it, but she has considered going to a hypnotist to see if it really happened or not, but she is a afraid it will somehow find her again.
Anyhow, this story always gave me the willies, as it's one of the the only "first hand" experiences I have ever heard unfortunately. Except for my sister's friend, who lives in an old house in New Milford, CT, and who sometimes hears ghostly baby cries coming up from the basement from a hole in her fireplace. <