This didn't happen to me, but happened to my dad, and he still can't explain it to this day.
I have 2 older siblings including a brother that is 5 years older than me.
When my brother, Billy, was 14 or 15, he was on the swim team at the high school. He had a best friend, Dusty, whom he'd been best friends with since they were babies. Our parents and his parents were also really good friends and our dads worked together. These two, however, were inseparable. If you ever couldn't find one of them, your first thought was to figure out where the other was.
My family was driving home one night from a swim meet that my brother was in. He was on the bus driving home as well, but Dusty was not a swimmer and was at home.
A man that my dad worked with called our car phone (this was before cell phones). The conversation soon became very sad and you could tell that my dad had become very-very upset over something. I was in the backseat with my sister watching as my mom continually asked him, "What? What is it? What happened?" After he hangs up, he tells us that Dusty had hanged himself and had died.
It was a very sad time after that as I'm sure you can imagine. I will never forget hearing my brother's cries when they told him when we met him at the school to take him home.
A few weeks later after things have sort of calmed down, my dad is laying in bed about to fall asleep. The phone next to his bed rings and he picks it up.
Dusty continually called our house asking for Billy. My dad immediately recognized the voice as his. The conversation as best as I can remember went something like this:
"Is Billy there?"
"No he's not here right now... Dusty, is that you?"
"Is he okay?"
"Yeah, he's doing alright..."
And that was the end of it. My dad is a huge skeptic and wouldn't make up a story like this. He swears to this day that it was Dusty that called him that night.