This story didn't directly happen to me personally, however it did happen to my friend and I trust her to be an honest person so I'll share it.
In our town there is a famous house called Arlington. The grounds have been turned into a golf course, public pool, and tennis court. The house however, remains the same with the exception of some repairs over the years. My friend works inside the house as a receptionist and she had always heard that it was haunted, but being very skeptical she decided not to believe any of the rumors.
The most popular rumor is that Cassidy Arlington haunts the third floor of the house. It is said that her boyfriend served in the Vietnam War and was taken prisoner and found murdered by a platoon many months later. Cassidy and her soldier were engaged to be married upon his return because she was pregnant with his child. Everyone says that Cassidy wasn't mentally stable, because when she heard about her boyfriend's death she committed suicide by jumping from the third story balcony of the house. Now I'm not sure that this entire story is true, but it is fact that she committed suicide in the house because you can go to the library and look up her obituary.
On to my friends experience. She was sitting at her desk one evening about to go home and she was under the impression that she was the only one there. So she began locking up all the offices. As she headed for the exit she heard a door shut on the floor above her, which was the third floor by the way. Like I said, she didn't believe in "paranormal phenomenons" so logically she went up the stairs to see which one of her co-workers was there and to ask them if they could lock up on their way out. When she got upstairs she noticed that all the doors were shut. She opened each and every door on the entire floor, but no one was there. She started to get nervous because she had clearly heard a door shut. She checked all the windows, and then she checked all the doors again. Needless to say she was baffled, but she went back downstairs and proceeded to lock up the building.
The next day she told her supervisor about the strange door shutting incident. Her supervisor kind of smiled and said "Oh that was Cassidy." She then told my friend that when she first started working there she heard doors shutting all the time. Windows would be mysteriously opened, and lights would turn on and off for no reason. Only on the third floor though.
Since then my friend hardly ever stays late, but she says she isn't scared because Cassidy's tantrums are very harmless.