Probably around 12 years ago, I would often stay the night at a friend's house. There was always some kind strange thing happening (doors opening on their own, figures walking around that you only saw out of the corner of your eye, banging on doors, objects moving on their own... the usual) and his family was pretty casual about it. I even saw their dog stroll right through a door that had been "opened" for it right in front of me. Anyway, one night we had just come back from a punk show a couple hours away, so we crashed almost immediately. He was in his bed and I was in the floor parallel to where he was sleeping. In the corner of the room in the direction our feet were facing was a closet. The closet had those kind of sliding doors with the slats and another friend of mine used to say he felt like something was always watching him through the door, but in all honestly, I never noticed it and only felt it after he said something, so I brushed it off as me being suggestible.
This particular night, however, changed that a bit. I woke up sometime later in the night to hear my friend mumble something in his sleep. He did this often and, while I find it a mildly disturbing thing for some reason, it isn't exactly paranormal or anything. What made this the most butthole-tightening moment of my young life was the whispered response that came... from the fucking closet. I was in a state of disbelief for a moment, but then it happened again. Another mumble, another whispered response. I couldn't understand any of what was being said until my friend let out one final mumble, saying "that's fucking weird." Then there was silence. I somehow fell back asleep. I don't remember doing it, but suddenly it was daylight again and my friend had no recollection of what had happened, but didn't seem all that surprised, given how weird his house was.
That is still the first thing that pops into my head when this topic is brought up, but I've never posted it here until now.