I have two.
The first happened to my mom when we were little kids. My mom wakes up because she feels someone standing over her and then moving around her bedroom. She assumes it's my dad getting home from work, he worked the graveyard shift, and doesn't think too much of it. She gets up to go to the kitchen to start breakfast and notices my dad on the back porch. As soon as she gets in the kitchen, phone rings, it's my dad. She runs back to the back door and whoever was there had left. They didn't take anything or hurt any of us so it worked out. She never went to sleep in that house again without a gun under the mattress though.
Second was me. My first apartment, just barely 18, I lived below this seriously bad dude. Him and his friends would constantly knock on my door all times of night asking me to "hang out." Yeah, I don't care to be assaulted so I always said no. One night I fell asleep on my couch and I wake up to my dog growling. I look up and see my front doorknob turning and then the door being pushed. I was so scared I just froze. My dog immediately starts going crazy and she scared them off. Next day I was in the leasing office crying, manager has a daughter my age, so lets me out of my lease without a penalty and I noped the phukk out of there that weekend.
TL;DR: 1. Random guy breaks into my parents house when I was a kid, scares my mom shitless. 2. In my first apartment, drug dealer neighbor and/or some of the homies tried to break in. My hero dog scared them off.