What an amazing experience!
I just wandered out of the house to see if there were any meteors about (leonids peak tomorrow, IIRC) and while I was walking across the lawn in the dark, looking at the sky, I bumped into something fairly solid at chest height that was completely invisible. . . It felt like I'd walked into someone but there was nothing and no-one there at all. Damned spooky.
I recoiled, rather shaken, and retreated back into the house. A few minutes later - this is the really amazing bit - when I went back out I found a stunned owl sitting on the lawn. Now, what are the odds against that? Not only do I walk into a ghost for the first time in my life, but this owl must have flown into it as well ;)
(from cix:noticeboard Nov 2002)