About 9 years ago I was in the backyard of a house I used to live in just feeding my dog when that awful feeling of being watched started to envelope me - I turn around - and I see the silhouette of a man against my neighbors privacy fence projected by a flood light on the side of my house. Well, I just about myself, but I had to see what this person was doing in my back yard so I -apprehensively - started to walk toward the side of my house (note I could only see the shadow just past the corner of the house as I wasn't out far enough to simply see around it), and as I'm walking a long the back of the house towards it, whatever it was simply turned, and casually started to walk away to the front.
Once it did that I hurried after it, and looked around the corner ( seconds after it had turned away), and guess what I saw? Nothing. There was nothing there. The gate was locked, and the brush along the walkway was untouched...We never really did a good job of maintaining the back yard so there were plenty of sticks, stones, and leaves scattered about so I was surprised when I saw that nothing was broken - in fact - I didn't even hear a sound when whatever made that shadow walked away.
Honestly, I was pretty scared. So I turned and walked back to my house as fast as I could, but before I did I looked back at my dog (who surprisingly never made a sound through this encounter), and noticed he was hiding behind the tree he was chained to - clearly distraught over something.
And that was only the first of a couple of different strange incidences...About a week later my mom said she had almost exactly the same type of encounter the only difference being that she didn't go chasing after it.

Then, it was a few days after that when my family was sitting in the living room when there were three knocks with a short delay before the third - at the back door! We all got up quickly to look outside, and never found, or saw anything su ious. Again, all gates were locked so it would have to have been extremely difficult for anyone trying to scare us to get in and out of that back yard faster than we could notice.
A few months later, my mom had to go out for a family emergency in the middle of the night. I decided to go with her and so did my brother - leaving my sister as the only one who was home. When we came back in the morning my sister said she didn't even know we were gone, and assumed we were there because she had heard my door close twice in the night (the first time had to have been me which makes this story even eerier because I was in that room...). After the second time my sister said she looked out her door into the living room and saw a child from behind - which she assumed was my brother - walk into my mom's room, and close the door. I asked her what time it was when that happened. She said it was around 3 in the morning. About an hour after we had left.