My grandma told me this when I was younger and she still from time to time tells me this story. I asked for her permission to submit this so here it goes. This happened to my grandma sometime in the 80's.
My grandma she said that she was lying in bed sleeping one night when she suddenly woke up, to her surprise her niece was standing beside the bed and just looking at her. My grandma was confused and shocked that she was there, for one because it was so late at night and also because Judy was wearing a nice pink dress with her makeup and hair done. My grandma said she tried to talk and ask why she was standing there but when she spoke it was like she lost her voice, she than tried to sit up but it was like something was holding her down. She was freaked out by this and then she attempted to reach for my grandpa who was asleep beside her, but again it was like she was frozen. She even tried to call for my grandpa but the only thing that would move was her mouth but no sound. She laid there and Judy, her niece, was still standing there but then suddenly she disappeared before her eyes. My grandma said that she just laid there baffled by what happened but then tried to get back to sleep, shrugging it off as a bad dream or something.
A few hours later my grandparents were woken by a knock at their front door. One of them answered it and my uncle was there (my uncle was a cop in the town where they lived at the time). He came to tell them that Judy, my grandma's niece, was found dead in her house. My grandma of course was in shock and mentioned how that it was impossible because she saw her only hours before, she even told them what happened. My uncle pretty much told her that Judy was indeed dead and that he even saw her body. My grandma instantly knew that Judy probably came to visit her when she just died, to tell her before she even knew (my family and the culture I grew up around strongly believes that people get a sign or visit by something before someone/something dies)
A few days later my grandma went to the wake and she always said that when she went to the coffin it was like she had to try not to faint because Judy was wearing the same pink dress she was in when she visited her that night.
I've heard a lot about people getting signs by something before bad news.
Once my uncle who lives in Kansas said that there was an owl that he saw for a good week straight sitting on the same road sign. My uncle lived in Kansas for about 5 years at that point and he said never once did he see an owl where he lived until then. Than on the last day he saw it a family member died (the family member had been in the hospital for about a week and happened to die the same day my uncle saw the owl)
There was also a family member who was visited by a bird for a few days, the bird would constantly tap on their windows and the family member did say that it would frustrate her when the bird would do this. Than one day it just stopped doing it and someone in the family died.