This happened when I was 7 in Ohio. I was trying to go to sleep one night in February, 2008, and I heard a scream coming from the other room. My mom woke up and came downstairs to make sure that my sister and I were okay. I assured her we were fine, but I was flipping scared.
My mom and I went to go investigate. We opened the door and went into the other room. There was nothing there, so we just stayed there until we heard it again. My mom and I eventually did.
This time we saw a beautiful young woman in a yellow and green flowing dress. The only frightening parts were her face and hands. Her face was scared and frightened like a small child to a bully. Her hands were covered with blood and bony.
She seemed to be trying to tell us something, but we didn't know what. Then she screamed again and started coming right for us! I was so scared I couldn't move. But before this "ghost" could touch me, she dissipated into a hazy green mist. When the green mist disappeared, I asked my mom what she thought it was. She looked at me and said, "A banshee. You just saw a banshee."
I was so scared I couldn't sleep. I never saw her again, but know I'm scarred for life.