Let me explain what a Banshee is. The banshee is a predictor of death. If someone is about to enter a situation where it is unlikely they will come out of alive she will warn people by screaming or wailing, giving rise to a banshee also being known as a wailing woman.
I live in Canada, and back when my parents had to leave me (I'm the only child) to attend a wedding for 4 days, I was okay with it and since I was teen, I had to live on on my own.
Later at night, I slept and around 11:40, I heard a knock on the kitchen window. I went over to check it. I found an old woman who had red hair staring at me. She spoke in a low and sensitive voice, "open the door, I'm hurt. I need help" I refused to open the door. She shouted "WHAT KIND OF FCKING WOMAN ARE YOU!?" I went to my room (which is downstairs) only to find that she was behind my room curtains. I screamed for help, but I guess no one could hear me. She shouted "YOU LITTLE BICH, YOU THINK YOU COULD GET AWAY?!" I grabbed my phone and dialed the police. The police arrived at about 11:50.
The next day, I had a call from my best friend, Sebastian. And he told me that my classmate (also a very good friend of mine) had passed away. I searched the net for further details about a banshee and and all I got to know is that the wailing or keening of a Banshee is a warning that someone close is going to die. I have no words of how terrifying it was. I told my parents about it and they tried to calm me down. I'm grateful I never saw that ugly thing again.