This happened the Christmas of 2004. We were living in California at the time and my dad was about to go on leave for Christmas. We were going to San Diego to visit with some relatives as well as stopping by the beach for a couple of days.
My sister and I, I was 11 and she was 6 at the time, had been watching one of those (what I consider questionable) ghost hunting shows the night before we were scheduled to leave for vacation. After a while, my sister went to her room and got her recorder so we could "imitate" what these ghost hunters were doing. It was meant to be harmless fun. We joked around for a bit, asked really lame questions, made classic ghoul noises (etc), and finally went to sleep.
Our vacation went as planned and we returned a week later. I spotted the recorder under my bed after dinner the day we returned. I picked it up thinking it was strange because I was sure I had left it on my dresser but shrugged it off as carelessness. However, what happened next was even stranger. I meant to hit record but accidentally hit play and the message that came out was totally unexpected. The message was "Maybe there are such things as ghosts, I know you're in San Diego." Now how did that get there? I got my sister and, after listening to it about 5 or 6 times, we tried to do the next logical thing and match our voices up to the voice on the recorder, but no dice. We must have tried dozens of times to get the right voice but no one in the house could match up to it.
What was scary was the fact that the massage was crystal clear without any slurs (like my voice produced) or background noise. Unfortunately my dad erased the message and the recorder was thrown away shortly after the incident.
To this day I'm not sure what exactly caused that recording or how the recorder got under my bed.