Not sure if this one qualifies, but given all of the break-in stories, I'm throwing it out there. I was sharing an apartment with a friend while worked summer jobs far from home. I'd gone home to visit my parents and on the drive home, I got a voicemail message from my roommate. "When you get this, don't go home. Come straight to my office and meet me. We need to talk. It's a long story."
Later, we had a conversation about unhelpfullly cryptic, unsettling voicemail messages and how to avoid them.
It turns out the reason I couldn't go to the apartment because the locks had been changed. Over the weekend, my friend had come home from work around 7, made dinner, showered, and watched a movie before going to bed. Her BF called and she talked to him for about an hour, then went to sleep. The cordless phone was in bed with her. Her closet door was shut when she got home and remained so until she went to bed. (She was 100% sure of this because she couldn't sleep when it was open. A weird childhood thing she hadn't got over.)
She woke up the next morning to find her closet door open, the clothes inside were all askew. She went out to the living area to find the front door standing open. The cordless phone was sitting on the kitchen table. The only thing she could figure out was that there was someone hiding in the closet from the minute she got home. That he/she was in there while she showered, while she talked on the phone with her boyfriend five feet away from the closet, while she slept. That he/she actually took the phone out of bed with her was what creeped her out the most. Like he was planning something and didn't want her to be able to call for help. She said she had this picture of a shadowy intruder standing in the living room, pacing, trying to decide whether to go back and hurt her, before leaving the phone on the table and walking out.
She called the police, but since this person didn't hurt her or take anything, all they could do was take a report.
We literally had no clue who it could be. We didn't have any problems with neighbors. We were both in solid relationships with no troubled ex's. And we were reasonably sure that we didn't have a ghost. We were hypervigilant for the rest of the summer, and slept in the same room most nights when we got freaked out. And we checked the closet every night!