A while ago, my older sister, who had run away from home ten years ago and who had not contacted us all that time, suddenly came back in the middle of the night. There was only me in the house then to receive her since our parents were out for the night.
My sister seemed scared of something and she kept trembling. "Please, don't leave me alone! I don't want to go back! I don't want to go back!"She cried, and clung to me desperately. She was in a total panic, and all I could do was to take her to her old room on the first floor (which had been left exactly as it was when she left ten years ago) and lay her down on the bed.
Thinking it would calm her down, I said "I'll bring you something to drink," and tried to go out of the room. My sister cried, "Don't go! Please, please, please don't go! I'm scared! I'm scarrrrrrred!!!"
The moment I stepped out of the room, the door banged shut behind me on its own. And from inside the room I heard my sister scream, "Aaaagrrrrgh!! The green man is coming! The green man is coming! The green man is comiiiing!!"
When I finally managed to pry the door open, my sister had already disappeared. I looked under the bed, in the wardrobe, and in the loft, but there was no trace of her anywhere. We still have her tattered shoes at the front door. It wasn't a dream. She just disappeared.