Two occasions; both similar. The night my father died he and my mother were lying asleep in bed when they heard somebody on the narrow roof outside their window. My father got up to look out, drew back the curtains and immediately the windows were pounded hard and rapidly. My mother said "Don't do that, you'll break the window!". My father said "That wasn't me." I should add that the roof was about 18 feet above the ground and inaccessible without ladders and a bit of climbing and balancing. In short, there was 'nobody' there.
The second event was my grandfather dying. My mother and I had gone to the hospital to be with him while my wife stayed at home (in what had been my grandfather's house for many decades). At the moment he died, my wife back at home heard the back door slam (it had been shut) with an impact that shook the floor. Once again, nobody there.
I remember telling my grandfather's sister about these events and she was very matter-of-fact about it, saying "Aye - that often happens."