I went to an old university, one rife with ghost stories, part of it was a former women's insane asylum; you could still go see one of the shock tubs in the basement of one of the dorms. Classic scary story stuff. I never paid much attention to it until I was visiting a friend at night in his dorm room with another friend. We were sitting around talking when all of a sudden, his door opens and shuts. We assumed it was a draft or something even though it's a heavy door and doesn't even stay open if you let it go. So we shove on it, make sure it's latched. The dude whose room it is tells us that happens a lot.
A few minutes later, the door opens and shuts again. We all jump. It keeps doing this for a few minutes. I'm about to piss myself, so we all run out of the room and go to the bathroom. My friend and I had to go up a floor to the girls' bathroom. When we came back, the room's owner wasn't back yet, so we stood in the hall, staring at the door. Nothing happened, so we start to relax. Then, as we watch, the knob turns, the door opens and slams shut. We jumped about a mile. Throughout the year he had things like the door and his shades flying up for no reason. I wish I had a logical explanation, but I don't.