I have had a ton of experience with the 'shadow people' in my time. I was outside, behind my parents house in the back yard. I had just finished mowing the lawn, when i caught movement out of the corner of my eye. I turned to look at it and something ducked behind the bushes of the house. Thinking someone was in the yard, i moved toward the bush, at a relaxed pace, after all, nothing good comes from charging headlong into something. I got about 3 feet away when i saw more movement to my right. Now about 8 feet to my right is a 2 story shed in the backyard, it was originally the house the people slept in while building the house that is the main domicile now. Keep in mind, the house was built in the 1800's. I looked to my right and saw a shadow move just behind the shed door. My dad was in the house so it ruled him out. I moved towards the bush and it rustled slightly. Thinking this was a bad situation i moved away, and a chill ran down my spine, and made me physically ill. I looked back towards the shed, and a lace curtain in the window fell, like someone had been peering out of it, and saw 2 sets of red eyes fading downwards, almost as if they were sinking. Suffice to say, i never went in there again.
Another odd experience i had at that house was when i was sleeping. My room was in the basement. I normally work Graveyards, as i'm an insomniac and therefore can't sleep all that well. I had fallen asleep around 2 in the morning. I 'awoke' around 4, and i could tell this by the alarm clock on my bedside table. Which has a lamp built in. I looked at the clock and it said 4:12. What woke me up was the fact that my body wasn't moving, but felt like it was being simultaneously dipped into lava and 0 degree water at the same time. I then suddenly had trouble breathing. I felt like 2 hands were wrapped around my throat. Then i heard something say "I hear he hates it when you choke him when he's sleeping" Then the hands stopped and i could breathe. Then i felt probably the most helpless i have ever been in my life. I could feel something coming toward me in the dark. It felt cold. Then i heard a sound that could only be described as a motorized blade starting up. I blinked, and looked at the clock on the table. It said 4:14. I then could move. I switched on the light, and the lightbulb burst and for a second, i heard the saw again.
Probably the worst one happened to me when i was 8 or 9. I was living at my Grandma's house with my parents, and had to pee in the middle of the night. I got up, went downstairs and used the bathroom in the hallway between the family room and the kitchen. I heard what sounded like my dad clearing his throat. He was an avid smoker at the time and was always clearing his throat. So i said "dad, are you ok?" No response. Heard the noise again. Again i asked my dad if he was ok. Nothing. So i flushed the toilet. The lights go out in the bathroom, and i hear loud breathing right behind me. I looked in the mirror and Saw 3 faces besides mine. Then my features became bright white and the faces behind me lengthened and looked like they were screaming. Then i heard my name loud and clear right beside me, and the door opened really fast. THen the images in the mirror flew at me, and i fell over, hitting my head on the sink. My dad said that he heard me screaming the word NO really loud, over and over and opened the door to see what was wrong and he said he saw nothing in the mirror, but neither of us used that bathroom again.
I have a bunch more, but most of those i can relate to night terrors. Except for when a buddy of mine and I went and explored some abandoned Indian schools and housing. I believe we actually encountered a Ghoul. It was tall, lanky, had greyish skin and seemed to glow a little bit. It chased us for a good hour, and broke open a door to an adjoining room that we were hiding in.
which is why I said "Say what you want about all the ghost hunter shows" because I know that there is PLENTY of criticism to be tossed their way (and I actually agree with most of said criticism). Really wish I could have found a clip that just showed the two shadows moving at the very end and didn't show all that BS with the girl being "trapped". So sorry if the lame lead-in ruined the creepy part. 
