Well, I have two, actually:
A friend of a friend of mine had some pretty freaky things happen in her house. Books would fly off the shelves, all that ghostly stuff. They had to call a priest (or a psychic, not sure which), and things are OK now. But I'm always a little jumpy and nervous when I'm in that house I'm even too afraid to go upstairs, which is where all that stuff happened.
This isn't too near me, but it's close enough to count, I guess. I never actually saw any ghostly behavior, but was told that it is in fact haunted, and it did feel really funny just being there. It's an old pioneer house at one of those restored "Villages" (like Williamsburg). It even has a little name scratched into one of the windows - the name of a boy who lived there in the early 1800s.
Weird Phenominal Behavior:
I used to live in Virginia, which you know is chockfull of restored 1700s and 1800s buildings. Well, my dad was taking a tour in one of them. They were in a bedroom with a clock on the table next to the bed, when suddenly the clock started to chime. The tour guide said that it hadn't gone off since the daughter of the house died over a hundred years ago - I think it was the anniversary as well Freaky, huh?