This actually happened to my mother when I was a little girl. I mentioned in another story, I don't know yet if it's on the site, but that we believed in the Holy Mother except we call her Devi.
Anyways my mother narrated this story to me after we were talking a few months ago.
It was the early 90's and I was sleeping in between my mom and dad in our apartment's master bedroom. I was 4. My mom and dad had a very bad relationship when they first got married. Now they are much better with each other, even friends.
So my mother suddenly awoke in the middle of the night with a horrible feeling, like something bad was coming. She quickly got up and went to a little altar she had with pictures of gods, etc.
There was a necklace with Devi's picture on it; she quickly tied it around my neck. She also was wearing one but she didn't have anything for my dad plus he didn't just believe in gods, (which is fine), but he really hated the idea.
She decided that if she woke him up, he'd only get angry at her. So she lay down with me next to her and she said in the next minute my dad started to scream that someone was going to kill him that something was after him.
She said even though I was right next to him and he was trashing around, screaming like a banshee, I didn't even hear him. In fact she said it looked like I was having a pleasant dream.