Interesting that every single "anecdote" on the thread can be easily explained via purely physical means. Perceptual distortions, tricks of the mind, overactive sensory cortex.
The simple reality is that people WANT to believe in the supernatural, so, rather than using the simplest explanation, a "supernatural force" is invoked, for which there is no evidence, no documented proof, nor any logical explanation.
Perception is driven my motivation. If you WANT to believe something badly enough, I assure you, your brain will generate illusory "evidence" to support these constructs. That does not make them "real". Read the "Demon Haunted World" by Carl Sagan if you want a balanced view of the illusory world of the supernatural and the underlying reasons why such perceptions are constructed by the human mind.