I have got one for you)) But bear my grammar, English is not my mother tongue.
This has happened 12 years ago when my MIL and FIL decided to celebrate their 40th wedding anniversary in a beautiful stately house in the middle of nowhere, not far from Aberystwiyth. The house was very grand, this is my picture of it which I took at the time. The right wing of the house had separate entrance and was rented out for holiday makers. The name of the house was Trawsgoed mansion.
We had entire 3 floors to us. With drawing room, dining room, kitchen, massive marble staircase and stag horns out of the walls, bedrooms upstairs.
On the first floor, right by our bedroom, there was a space with kids size wardrobe and two cot beds, some toys. It was suggesting that this space was a nursery, which was very odd to have a nursery right on the landing by the stairs.
I was not very happy to let our daughter sleep in there, she was only three and a half. But typical child, she was adamant this is where she wanted to sleep.
Like I said this was right next to our bedroom, so reluctantly I have agreed.
We had a very nice week in the house and the whole thing has happened on the very last night .
I woke up in the middle of the night to a very clear knocking. It was a proper knock, knock, knock, knock. As if to the door, but it was not. It was inside the house.
I was laying in bed and listening. By my husbands breathing I have realized he is awake too. I have asked him: have you heard it. He said yes.
Next moment we heard a very strong floor board squeak outside of our room and then the sound of our daughter wailing in her sleep. My husband didn't believe in all the ghosts thing and would not even support any conversation related to the subject. But then he said : I don't know what is it, but I don't like it.
We both got out of bed, went outside bedroom. The air in there was so dense and cold! We quickly picked up our daughters bed and brought it in to the bedroom. As I was trying to fall asleep I hear floor board squeak and another knock, knock, knock, knock 
We did fall asleep eventually and the next day we left. My in-laws bedroom was on the same floor with us, but further away in the corridor. They have heard nothing.
To this day I remember that experience, I am 45 now and I promise you I did not make it up. I have tried to make a rational explanation, but I could not find any. I am glad it was on our last night, otherwise I would not be able to sleep, relax and have a nice holiday then