Blackened

Two years ago, my fiancee and I moved into a small house in a little rural Pennsylvania town. The house is fairly old, our landlord guesses 50 to 60 years. It has two bedrooms, a small living room, and a good sized kitchen. Forest surrounds the place on three sides and there's gravel/shale along the front of the house and in the driveway.
The rent is low and the area is beautiful - we thought we were pretty lucky.

Our first night there, I felt very uncomfortable being near the windows that faced the backyard. I felt as if I was being watched intently. At first, I tried to blame it on living out in the middle of nowhere for the first time in my life. But the feeling persisted and I had to hang blankets and sheets over the windows in the kitchen and shut the doors of rooms with windows that faced the backyard (including the back bedroom). Even then, I still felt uneasy.
As time went on, random, yet "typical" weird things would happen. Doors opening and closing on their own, with no reasonable explanation. Noises of things being knocked over, yet nothing would be out of place. Phantom pressure on the bed or couches, like an animal was resting or walking nearby. Every once in awhile, we notice a shadow dash by in our peripheral vision. They tend to be low to the ground, but a few have been over 5 ft.
Six months after moving in, I began feeling as if I were being watched most of the time and would get strong feelings of dread. I was on edge often, it was hard to relax. My fiancee felt the same and we even contemplated moving. When I would relax, something would fall and startle me, or I'd hear scratching in the walls. I tried blaming the latter on mice or some other pest, but the scratching would seem to follow me as I walked around the house.
Around two weeks after the scratching/following began, both my fiancee and I would randomly smell something burning. It tended to be in the back bedroom that we didn't use, besides for storage. We noticed the smell in the hallway, and it increased the closer we got to the room. It was coming from the closet. The only odd thing about the closet was that it had a little door that led to underneath the house. There was no basement, so there was only ground below.
One night, when I was home alone, I heard something rattling and banging in the back bedroom. I went in and, of course, it was coming from the closet. When I opened the door, I saw the little trap door being pushed upon from below rather violently. The floor around the door was blackened by what looked like ash. The ash was also on some parts of the walls. The ash/soot was all over our winter coats (they're still stained) and on the boxes on the top shelf as well. I was more annoyed than scared, since it was a huge mess. I closed the door, and left the room.
Eventually, the rattling stopped. I told my fiancee about it and he didn't believe me until he saw the closet. The ash was still all over everything. He guessed that an animal snuck in through the door, played around, then went back into hiding. However, the door has a fairly sturdy latch and was locked when I saw it and when he inspected it.
One day, I went to dust the bedroom and saw that the curtains had been torn from the window - the rods were bent. As I put them back up, I had a very strong sense of being watched. It was hard to tell if it was from the window or the closet. I didn't stay long to figure it out.
This became a frequent thing for a couple of weeks.
The final (sort of) occurrence was the worst one.
Earlier this year, I was again home alone at night, and it had been a year and a half since moving in. I was moving junk into the back room, when I noticed something hunched over in the corner, near the window. I don't know what it resembled exactly, sort of doggish and deformed; its limbs seemed melded together. It was facing away from me, and I could make out the obvious curve of a spine. It was dark, nearly black and around 2 ft tall. I could only see one separate leg/arm and it was twitching. There was ash all around it, it may have even been covered in it. It sat there for maybe 10 seconds, then I slammed the door shut. When I opened it, it was gone, along with all the ash. I've never been in that room at night again, and it's been months since I've gone in there. I still hear things rattling in from there sometimes. My fiancee asks me why I leave the curtains on the floor.
Nothing major has happened since the appearance, at least. Occasionally, I hear something pacing back and forth outside from one end of the house (our bedroom) to the other (living room). The crunching on the gravel/shale has gone on for as long as an hour before. There's never anything or anyone out there when we check.
We've recently adopted a kitten and it doesn't like the back room much. He follows invisible movements, and will randomly hiss, jump, and run away from nothing and all that good stuff. I've caught him sitting in the hallway, staring at the back bedroom door.