I have never experienced anything personally, but I know others who have.
Among others, a couple I know moved into a property, part of which was older than the rest, They were planning to turn a big unused attic into bedrooms, but thought it odd that their dog would never set foot (paw) in that part of the house. It would just stop on the threshold and refuse to go any further. None of the family had ever sensed or felt anything and were not all nervous about it.
They themselves were very practical and level headed, not remotely into the supernatural, but they did happen to know of someone who did sometimes act as an (unpaid) medium. Just out of interest, they asked her to take a look.
Once she entered the attic she told them that it had once been used for illicit purposes, someone had been accidentally killed there, and the person responsible was still there, hoping he could somehow make amends.
At any rate, she asked him to leave, and presumably he did, since after that their dog was perfectly happy to go into that attic.
Being something of a cynic myself, I can well understand people being fooled or taken in, and I'm sure it happens, but a dog? How do you explain that? It couldn't be that it was picking up their nervousness, since when the the refusal started they had not had the slightest notion of anything spooky - were just thinking of e.g. how best to divide it, where to put new windows, etc.