About ten years ago I was visiting some friends in the Fort Worth area. It was winter, so a bit chilly, but as the guest 'room' was in the attic near the heater I was nice & comfortable. First night I got stretched out, and a few minutes later realized why I couldn't get to sleep: someone had a radio on or something. I sat up and listened a minute, and it was more like people in another room having a talk that you can just barely hear; no content, just the voices. The folks I was staying with had crashed a little earlier- I had sat up reading a bit- so it wasn't them. WTH?
I finally decided either something was stuck in my head, or somehow sound from a neighbors' house was bouncing in. Then, just for the hell of it, I quietly said "Excuse me, but I'm trying to get some sleep. Could you hold it down for a while?" And the voices stopped. I lay back down and was out a minute later, and never heard them again the time I was there.
Mentioned it to the friends next day, and they looked at each other and the wife said "They're back." Seems that shortly after they moved in they'd sometimes hear what sounded like a conversation in another room, barely audible, and investigating had never found anything coming from a neighbors' house, or a radio left on. And if you said something like "Who's there?" they'd stop.
Closest I've ever come to seeing a ghost, whatever it was.