The only thing which has happened to me, which is kind of scary probably doesn't stand up much to these stories.
Where I live, it's a very rural area. Very quiet at night and still very quiet during the day. A few miles away, along one of the bicycle paths is a bridge, which you have to walk under. The bridge has a round on top and you can hear the cars passing over. It's a bypass, so it's fairly busy. Now, as I was returning from town, walking along the path I reached the tunnel. Thinking nothing of it, I kept walking.
The tunnel is about 50 metres long, and has strobe lighting along it. It's a dull sort of light, more of an amber glow than anything useful. Being 14 at the time, I didn't really get bothered about walking home in the low light (This was evening, around 4:30ish - winter, it gets dark early) So, I make my way through the tunnel. I'm not one for all these "Weird feelings" and such, but I got the most gut wrenching feeling of "I should not continue" after a few steps. I kept walking and I can not begin to tell you how wrong it felt.
It was like an anchor in my stomach, I should not go this way, turn around, cross the road and go down the bank on the other side. It had this feeling, something so "bad" I couldn't describe it if I wanted to. So, after getting a third of the way through, I just stopped. I couldn't move. My own body, possibly in the act of self-preservation stopped me. Every nerve in my body was tingling and the hairs on my neck were at their highest.
I immediately moved backwards, which I was surprised at because I honestly thought I'd locked up and made my way across the road above, which might I add, was at it's busiest point and at no point after entering the tunnel below did I hear any vehicles going overhead.
I've never walked back that way again. I never want to feel like that again and I honestly have no explanation as to what happened then either.