Some pretty creepy stories here. xD
I had a scary sleep experience not too long ago (scary for me anyway). I was in that state between being awake and fully asleep when I heard whispering voices calling my name, and they felt evil. I would make them go away by waking myself up and rolling over. This happened twice. The third time I heard them, I realized I had trouble opening my eyes, they'd just close again. So I tried to roll over, and it hit me that I couldn't move my body at all, and could no longer move my eyelids. I was so scared in that moment, having the evil whispering presence behind me and not being able to turn over to get rid of them. It only lasted a couple of seconds, but seemed forever. I assume this was sleep paralysis or something. I've had other weird sleep phenomena but never that, so it pretty freaky for me. XD
Not so creepy, but weird.. I was driving my dad home from the airport one night and was on a "dual carriageway" (or equivalent road here, two laned with barrier down the middle). I was in the slow lane, doing the limit, there was a guy in the fast lane a bit ahead who wasn't going faster than me, I remember wondering why he didn't pull in. Then he did suddenly without indicating, at first I thought nothing of it, as people do that sometimes.

But then, I swear I saw a set of headlights zoom past on the fast lane, going in the opposite direction. I actually twisted my head around for a second and asked my dad if he saw the car, because it had surprised me. Turns out he hadn't seen the car. I was so certain it was in the lane right next to me, had heard the whoosh-sound as it passed by my window, had looked in the rearview and seen the tailights for a second before they disappeared. My dad said it was probably someone just on the other side of the barrier, but he had seemed so much closer..
Wouldn't be the first time something weird happened on that very same road.. once, also at night, driving home, I suddenly saw a light ahead of me, coming at me, in the slow lane. It seemed really close, I instinctively braked and (knowing there was no one behind me) swerved into the fast lane to avoid collision. Then I realized, the light wasn't there... it was meters away, a cyclist's front light, cycling on the little track next to the road. There's a grass verge between the road and the path too. I expect the bike had actually been 50, 100 metres away from me at the time I first saw it, and not right in front of me either

Both times I started questioning my depth perception and sanity. XD