I live in a really, really old house and for almost 100 years it was owned by the same family. One of them, the daughter, was born and died here and absolutely loved this house. Our neighbour says she sees her in the garden often (but she is a nutter so I laugh that off a lot, I've never seen anything)
Shortly after we moved in, my son and I were in our kitchen. There is the original back door with massive knocker, the house has been extended past it so that door is now an internal door. There was no one else in the house and all the external doors were locked.
I absolutely jumped out of my skin when the knocker went. Absolutely not the wind or anything else. It was a really friendly, jaunty knock, nothing scary about it at all. If my son hadn't been there too and heard it I'd have thought I'd imagined it.
My husband thinks I'm mental and still doesn't believe me. I managed to compose myself and said that they were welcome to stay but please don't scare the children. I've heard nothing since (thank god).