When we moved in our two cats would go nowhere near one corner of the room, and suddenly fly out of the building for no reason, hair standing on end. We could smell cigarettes, bacon cooking (we neither smoke nor eat meat). The lights switch on and off for no reason. We have had every electrical professional in to check out the supply - no problems. And you always have the feeling you are not alone.
20 years ago during our first Christmas when asked how we were settling in I related these things to our neighbours. They told us of the elderly lady who had died there. Her bed was downstairs, where our cats freaked out, she smoked like a chimney, lived on bacon sandwiches and had a real fear of electricity.
Its not a scary feeling, when we've carried out renovations to the cottage we always ask her what she thinks of them - thank goodness she's never answered me !!