I've got 2:
The Spook Lights in Northeastern Oklahoma:
http://www.prairieghosts.com/spooksville.html
People have seen them for over 100 years, but the source of the lights are a mystery.
Next ... a friend told me this story about someone she knew (so no verification):
A woman had a pet snake (oxymoron) that wasn't eating a lot. She found it laying beside her, length-wise, in her bed a few times. She would put it on the floor but thought it was kind of odd. She asked her vet, who specialized in snakes, about it.
The vet said, "Please get rid of that snake TODAY. He's starving himself and measuring
his length with
your body to see if he can swallow you whole." (This 1 totally creeps me out.)