In ancient Greek writings, there was a tale recounted as true by Pliny of a haunting. The story was that dreams revealed the death of someone and when the body was found it was just as the dreams had said.
In ancient China there is a story of a girl thrown down a well who haunted the location - especially any men who came by - until someone solved the mystery of her death and disappearance.
In the Bible is the story of King Saul going to the "Witch of Endor" - a medium or discerner of spirits - to get advice from his deceased mentor, Samuel. The act is frowned upon by Judaic-Christian teachings, but nonetheless, even though the woman was probably a fraud, on this occasion the woman apparently brought up something that scared even her!