I stayed on the third floor of The Adelphi Hotel in Liverpool last year. Shared a huge twin room with my friend.
The first night, I was worken up because my duvet was being gently lifted off me, sort of being peeled back as if someone was going to get in. I grabbed it back and sort of wrapped myself in it like I was in a sausage roll. Then I heard scratching and rattling at the door. Then the scratching came along the wall, behind my bed and then the knocking and banging started on the wall that ran parallel to my bed. Next, a little girl said 'helloooooooooo' and giggled. The knocking went on all night.
My friend just wouldn't wake up and I was wide awake all night.
I told her about it in the morning and we decided to ask if there had been noise complaints from anyone else on our floor that night. Apparently not and the room next to us was empty. My friend told me to say about the voice. I was embarrassed but did. The receptionist went rather pale and said 'you heard The Little Girl??' and immediately offered to move us to another room.
Anyway, we decided to stay put and the next night, my friend told me to make sure I woke her up, whatever it took, if it happened again. Sure enough, the knocks and scratching started up again and it was my friend's turn to have a sleepless night!
The next evening, we decided to have a word with whatever was being a nuisance. We said we were only there for another two nights, we were sorry for invading their space but please could they let us sleep and then we'd be gone. There was a big bang, as if in acknowledgement, and then we were left in peace.
Every morning, the receptionist asked for an update!