One that I heard:
A brother was watching "The Exorcist" on TV when he got a pang of conscience and decided to change the channel. No matter what channel he flipped to, The Exorcist was on. He cut off the TV and still the movie stayed on. He unplugged the TV. Still the movie stayed on. He finally prayed outloud to Jehovah and the movie went off.
Another one that ended up having a simple explanation:
A sister kept waking up to the bed shaking each night. But everytime she woke her husband(who slept thru it) the shaking would stop. After several nights, she became more and more terrified, knowing it was the demons. Finally, one night the brother felt the shaking too, looked at the foot of the bed, and there sat the family cat at the foot of bed cleaning himself and scratching. Case solved. It was a demon cat with fleas.