This experience happened to me in 1990. I was a guard working at the Mount Penang Detention Centre Kariong, on the NSW Central Coast.
Mount Penang is quite old and was a prison in the past. It is a Detention Centre for kids nowadays and is notorious for strange happenings.
It was about 2.00am on a Saturday morning when I was doing the 10.00pm to 6.00am shift in a dormitory wing which backs onto another dorm wing. I was at my desk in the viewing area (a place called the "Dog-box" where the staff can monitor the beds in the wing through a window) and was oblivious to what was happening in the wing behind me, which is separated by a wall. Another guard who was working in the Dog-box of the Wing behind me saw a man sitting on a bedside table between two of the kids (who were fast asleep) about six beds down. The guard tapped on the glass of the Dog-box and yelled to another guard who was dozing just outside the Dog-box in a beanbag. The guard in the beanbag awoke just in time to see the man on the bedside table vanish.
About 15 minutes went past when the guard in the beanbag looked up past the Dog-box toward the games/toilet area and saw the same man sitting on the pool table. He yelled to the guard in the Dog-box to come and see, and as the guard came out into the games area, the man moved from the pool table toward the toilets and disappeared through the wall directly behind me.
I was at my desk reading the paper, with no idea of what was going on in the dorm behind me, when all of a sudden the hairs on my body stood up and a cold feeling I can only describe as that lethargy you get before you pass out came over me. Seconds later the phone rang scaring the absolute crap out of me. It was the guard from the other dorm screaming "Did you see him, did you see him?". I said "Who the hell are you talking about?" He yelled "He just walked through the wall, you must have seen him!?" I told him again "I didn't SEE anything, but I sure as hell FELT something!" After I'd explained what I felt, he said "He must have walked right through you then" He then told me what had happened to them. We all decided later not to tell anyone about what had happened - thinking we wouldn't be believed anyway.
According to the other staff there have been plenty of other strange things that have happened up there. Fortunately, this was the only one that ever happened to me.