This did not happen to me, it happened to a friend of mine back in 1997.
My friend Lucy had just gotten married and had been living in her house for about 3 months. Her and her husband Phil was having a little get together the night that this happened. It was about 3am and one of their friends had gotten too drunk to drive home. So Phil decided to drive him home himself. Lucy stayed behind to watch her twin boys that were about 2 at the time.
She was waiting for her husband to come home, he had been gone for about 20 minutes when she started hearing things outside. First there was the scratching outside her window, she didn't think anything of it due to cats in the area. Then in the far off she heard what sounding like a cat on heat, you know, the sound almost like a child crying. At this point she was starting to get scared. Then the sound started to get closer and closer to her window. She said that the closer it got the thicker the air became. At this point the sound was right outside her window, the bathroom light started to flicker then the light in the boys room came on and started to flicker. At this point the kids were awake and ran to her room crying. Next thing that happens, this large shadow comes through her window and goes out through her bedroom door with a gust of wind. The sound was coming from this thing. The lights in the whole house were flickering on and off and all she could do was sit on her bed hugging the kids crying and yelling for it to go away. This whole incident lasted about 30 seconds. By the time Phil got home she was in the front yard with a blanket and the kids still crying. Needless to say that night she stayed with her mom.
The next day she called the landlord and told him that she was moving out. He did not stop her and did not ask why. Her dad and husband went over to move their stuff out and while doing so one of the neighbors came round for a chat. The subject of what had happened the previous night came up . The guy was not surprised and said that no one stays in that house past 6 months and always moves out during the night...