This happened when I was a teenager and lived in Ohio. I am currently in Texas and am now 24.
I used to live in these apartments that were supposedly built on top of an Indian burial ground. I never found facts behind this but several freaky things happened to me during the three years I resided there.
One incident I recall was when I was with a group of friends and I was the only one on a bike. We were looking for my brother (a 6'-3" guy) and his short friend. I went ahead to look for them since I had the bike and could go faster. I rounded into my parking lot area and saw my tall brother and his short friend sitting on the porch of my sister's apartment. I could hear them conversing with one another. I called to my friends, "I found them!" and headed back to my group. However, when I went back to that spot about 20 seconds later they were gone... I was "huh...they were just there."
That was when I looked down the road and saw them walking our way. They were about a 5-7 minute walk away from us and could not have possibly gone that far even by running full speed. (Even if they could, they would have been out of breath and they both looked perfectly calm.) It really freaked me out! I know for a fact that it was my brother and his friend sitting there. At least... What looked like them. I even asked them if they were sitting there and they both shook their head in confusion. My brother is known to play pranks on me but is also a bad liar, so I knew he was telling the truth. Nobody really believed me, but it still spooks me out.
Me and my friend Lindsey were standing on my front porch one night and we suddenly heard some music in the woods that sounded like it belonged in the circus. It played for a good ten minutes, and when I just now researched to see if I can find facts behind the Indian burial ground, I came across that others have heard it too and even seen a clown-like figure running into the woods (the apartments I lived in were on the outskirts of town and were surrounded by woods on three sides). I almost forgot all about that until I read this... Http://www.ohioexploration.com/athenscounty.htm the place was called Hope Drive.
I have a few more stories like the black shadow behind me, me sleepwalking and some imaginary friend stories, as well as a few others. My life is full of happenings...