I've had a few "unexplained occurances"
The most recent one is ongoing.
I move back in with my parents every summer, last summer, they were moving, and had a lot of valuables in the new house, so they asked me to stay there. I'm not scared of just about everything (only needles...), and I've had my fair share of bumps in the night, as well as sleeping alone in large empty places. Now, the previous owner's father-in-law had died about a year previous, and his son had been cheating on his wife (the previous owner), and the father disapproved. My first night there, I am abruptly awakened at about 2:45 in the morning by a loud crash in one of the bathrooms. There was a guy yelling and cursing, and hitting the toilet, trying to make it flush. I grab the nearest and largest object (which happened to be an aluminum baseball bat, although a katana was lying not far away) and proceed to announce my presence. "Hey you asshole, I own this damned house, and am armed. Now I'm going to give you to the count of five, then I'ma gonna cave your skull in. Come out with your hands showing, and you won't be harmed." I walk over to the bathroom, and there's a guy standing there. And I can see the mirror behind him, and there is no reflection. He looks at me, says, "You aren't my son," and promptly vanishes. Now this bathroom has one doorway, and no windows. I spend the rest of the night trying to figure out how my friends/family members played the trick on me. There was no trick.
A few nights later, I drag my friend over, mostly to hang out, and the noises start again. I explain to him the situation, and we proceed to take a side to the hallway in which the bathroom lies, the only way to exit and enter the bathroom is to go by us. The voice is yelling and hollering, and finally, it calms down and with a "Hrmph, I'm going to bed" it stops. My friend and I slowly walk towards the bathroom, I left him peak in first, to nobody there. Later that night, after I headed downstairs, he begins screaming down the stairs, yelling for me to come see something. The ghost had reappeared and was yelling at my friend about going to hell for cheating on his wife, and blah, blah, blah (my friend is single, never married), so we just watch the scene unfold. I pace around the apparition, and he takes no notice of me. I stick my arm through him, then decide to stick my head through, and start making faces.