Before I tell you the story, I will tell you who the weeping woman is. In Mexico it's very common to hear about this person. This woman killed her kids many years ago, she drowned them because of depression due to the fact that her husband cheated on her. Since then she has been heard throughout Mexico. She cries walking on empty streets, asking for her kids. I really didn't believe she existed.
It was 2:30 a.m, I was doing my College homework in the living room when all of a sudden I heard this scream from my gate, it was like crying and screaming at the same time, but this scream was like an echo. Before hearing this everything was so quiet, you couldn't even hear the crickets. When I heard it, I instantly got goosebumps, I was so scared. I tried standing up, but I couldn't for a couple of seconds. My heart was beating. This type of scream was like from the Conjuring 2, whenever the nun would come out. That's how I heard it. After some secs I was able to move little by little, as I soon as I was able to move, I ran to my room and just covered my myself with a blanket. Early in the morning I told my family about my experience. They told me "Don't stay up so late next time."
A few weeks later, my brother told me that he had heard her, he was taking a shower at 2:00 a.m when all of a sudden he heard her really close, he heard her three times. He got goosebumps and got out of the shower right away. People say that if you hear her close it means that she's far, and if hear her far away it means she is pretty close. She has been heard throughout Mexico. In some states. Especially those who live by a river and a in a small village. Those who stay up very late on a quiet night might hear her. But I don't want to hear her again. Never again...
I am glad that you and your brother are safe.