This happened in March, 1992 in Grandview, Missouri. My fiance and I lived with her aunt in a house built sometime in the early 1950s. From the first week she and her aunt lived there, they had heard chilling screams, as of a child in terror from two of the house's closets, and a woman's voice alternating between cussing and laughing maniacally from either the bathroom or the kitchen at random times. Invariably, nobody was there when they checked.
When the aunt heard a child's screams from a closet occupied by the house's furnace, she called in her pastor to do an exorcism of the house, and all the events stopped for a few months. Unfortunately, it seems either the house bided its time, or was merely waiting for a new victim to mess with, because within 48 hours of my arrival the screams and voices began anew.
After dealing with this for two months, I finally lost my temper, thinking perhaps a neighbor who we'd had a dispute with was pranking us. I grabbed my 9mm pistol and went to investigate the noises in the kitchen. As I approached, it sounded like feet ran to the attached garage, then up a ladder to the attic. Pistol leading the way, I went up the ladder thinking to keep the intruder at bay while my fiance ran to a neighbor's house to call the police.
The shadowed silhouette of a person lunged toward me, and I fired two rounds, startled enough by it that I fell off the ladder. While lying on my back on the floor, the same silhouette appeard in the attic entrance, and I fired two more shots, and the person seemed unaffected, beginning to climb down the ladder.
I yelled for my fiance to get to a phone as I headed toward the car, thinking to use it as cover. The person climbed down the ladder and slowly approached my position, and I fired again, finally emptying the pistol. The figure seemed to vanish as I fired the last round, but I reloaded and backed out of the garage.
The police arrived shortly thereafter and I explained that I had fired at an intruder, and they searched the house thoroughly. My empty shell casings were collected, but no body, no blood, and worst of all, no bullet holes were found!
The police took my pistol for an inquest, and said that they would be in touch if anyone turned up injured or dead. My fiance and I packed up and left that night, staying in a motel until we found a new house. My pistol was returned a few weeks later, with the inquiry revealing nothing.
The aunt said she heard the same voices and screams for a few weeks until she, too, moved out, and within a week the house burned to the ground (official reports claim an electrical fire was to blame). What did I shoot at? Ghost, demon, imaginary being? Where did the bullets go, if they didn't make holes in the house? I don't know, but I tell you this: If I ever hear anything like this in a house I live in again, I am taking my family and leaving immediately.