This happened to my mother who I lived with at the time and witnessed strange things.
My mother worked at a restaurant and was close to a co-worker, Mary. She was in her sixties while my mother turned 50. They joked about everything, even death. My mother joked with Mary that she was going to harass her if she dies before her. My mother said that she was going to go and knock on walls, whisper in her ear and all sorts of things to annoy Mary. Mary, who didn't like the idea of a ghost harassing her, told my mother to stop but my mother, who was the annoying type, harassed her all day about it. The next day at work, my mother was called in first thing in the morning by her boss... to tell her that Mary died of an aneurysm. This is when it all started.
First thing in the morning, my mother just "felt" something watching her. She instinctively told Mary (to thin air I suppose) that she shouldn't be here anymore and she was dead and she was sorry to have bothered her. This must of made something click because all of the sudden all of the heavy pans that they use for cooking started to violently sway...where there was no wind...in full view of other people... and nobody near. This made my mother's hair rise. Later on when she got home, she told us what had happened and suddenly, there was a really cold breeze that "brushed" by. I told her that I frankly didn't believe her but I wasn't so sure later...
I was watching T.V. in the living room when I noticed someone was approaching the front door. I then heard a firm knock on the door and I went to the door. Now, to get to the front door, one must go up the steps and get into an enclosed area... if someone were to pull a prank, it would be impossible because you have to leave the enclosed area, which was only accessible one way. I opened the door and there was no one there. I shut the door, puzzled when suddenly I saw the door knob turn. It turned slowly and deliberately as if someone was there, playing around. I looked out the window to see who was on the other side but there was no one there...and the door knob was quite heavy...it takes some strength to turn it. There were footsteps heard in the house. Once I was by myself reading...when suddenly in the hallway, I heard footsteps. I looked at where exactly the wooden floor was creaking but there was no one there! Scared out of my wits, I ran outside to sit and read until my parents came home. When my parents came home, they were not surprised at my accusation. They wondered if Mary did stay around... to harass my mother. My mother also told me that she also heard knocks above her bed... just before she fell asleep... the same kind of prank that she told Mary that she was going to do to her. She also saw the door knob turn...by itself. The neighbors also used to call up in the middle of the night... to tell us to stop moving the furniture around in the kitchen... Our family, who are heavy sleepers thought the neighbors were just being jerks... until one night, my father was up reading when all of the sudden, he heard chairs and tables being pushed around in the kitchen. He ran to the kitchen (thinking it was a burglar) and flicked the lights on... the chairs and tables were in place, yet he heard them moving just before he turned the lights on. There were more things but I can't remember it all ( It was eight years ago!!).
Finally, the day of the funeral came. My mother went, told Mary she was truly sorry and joked with her for the last time... saying that indeed...she had the last laugh!!! Nothing happened after that but Mary's brothers believed that her spirit was around... but didn't comment on how they knew that she was around.... After this incident, my non-believing parents now believe in ghosts.