I will relate my own story. I am a hardcore science & logic guy, but even I have had trouble explaining this one ...
My first year of college (88/89) I worked in a video store and frequently closed up and got home about 1:00am. I would also usually take a video home with me to watch after work. I would site VERY close to Tv, about 2 feet, so as to not wake up the rest of the people in the house. I would also usually balance the chair on the rear two legs. Off to the right, about 10-12 feet away was the northwall of the home, which had a fireplace.
Once night after work I pulled up my chair and put in a movie. After awhile I suddenly got ICE cold and my heart started racing. Coming towards me from the fireplace wall was a 'stereotypical' ghost of an old woman. Stereotypical because the lower portion was missing , the middle indistinct, and the upper portion had detail; she was ghostly white and all as I remember it. I tried to scream and could not. My chair then plunked down and she was gone.
Maybe I dozed off and imagined the whole thing, and maybe I didn't. The resembelance to a classic movie ghost makes me think I probabally just imagined it, but then again, I was there and didn't seem like a dream. Nothing like it every happened to me before, and nothing since.