The man screaming in the headset.
One night my buddy and I had been working through some Spec Op achievement on MW3. We were waiting for the wave of enemies and both had not been talking while we waited. My buddy then says, "Stop doing that. It's creeping me out." I was sitting quietly so I asked, "Stop doing what? I'm not doing anything."
He thought I was messing with him and simply asked to knock it off. Wave hits in game and he says, "Seriously! Whatever you're up to, quit it!" I assured him I was not doing anything and to explain what the hell he was talking about.
"It sounds like a man screaming through your headset." I immediately become terrified, I pull my headset off and look around me, listen for maybe someone being loud outside and the mic was catching it. Nothing, dead silence. I ask him if he was sure it wasn't the game, "No, it sounds like a man screaming for his life and it's coming through your headset." I tell him there is nothing that could possibly be making that sound from my end. We're both creeped the fuck out at this point but it doesn't happen again, so we slowly forgot about it.
A while later I hear an irregular clicking sound, sounds like my buddies headset is picking up static... and then I heard it. A man screaming. I freak out, explain that I heard it and we both agreed to ditch our late night achievement hunting and get off the game. I know my buddy, I know he wasn't playing a prank on me. We were both genuinely bothered by the situation.
One of the creepiest and most unexplained things I've ever experienced.