A little late to the party, but this is one of those things that I will never forget...
I was in California on a family vacation, I think I was about 21-22 at the time.
My little brother and I were staying in the same hotel room and he had already fallen asleep. I've got a pretty severe case of insomnia so I was up on my computer watching movies/goofing off and had finally decided my meds were kicking in so I'd try and fall asleep.
Once I closed my computer and laid down I heard my brother turn in the other bed, I looked over at him and could see he was facing me by the light of the hotel clock. It was bizarre because even though his eyes were closed it really looked like he was staring just over me. Then in an almost dead-pan whisper he said "Mic.... look behind you...."
Every hair on my body stood on end, and I did what any rationale person would do. Thought "F this" and pulled the covers over my head until I saw daybreak through the curtains.
He doesn't remember any of it, but I still get the creeps any time I have to spend time in a hotel room when I travel.