Oh man I've got some decent ones, but this one is most recent.  
I work in an industrial complex that was built in the late 1800s/early1900s.  It was a mecca for jute twine and one of the centers for the child labor rights movement, since conditions in the factories and slums were so deadly.  I actually work in the oldest building in the entire complex, as it was the locomotive house and separate from the other, preexisting mill buildings when they burned.  The new mills were build on top of the old ones.  There are names scrolled all over the older unpainted walls and dates from the early 1900s, which is kind of cool...  until you're there by yourself at like 10pm working on a project you know you can't walk away from until it's good and done and wierd shit starts happening.  
It's also worth mentioning that the last time my friend and I went on a photography trip through the place we snapped this pic because we both got odd feelings like we were being watched on a certain catwalk...  When we uploaded it, it looked like there's a white figure looking back at us from the other end of the catwalk. (easier to see if you zoom in)  It's definitely a creepy place to start with.   
		
		
	
	
		
	 
Recently we had a pretty big heat wave that coincided with a huuuuuuuuuuuuuuuuge job that required me to work late, like 10pm every day for a few weeks, which I don't really mind because I put in my headphones and just weld and weld and weld.  No big deal.  Except one of the nights I'm sweating my ass off in full welding getup at like 930 about to wrap up and I felt a cold wind on the back of my neck and got the chills.  Now it's a fuckin hundred degrees out, I'm wearing full leathers, gloves, helmet, etc. there's no doors or windows open, we have no AC and I can't have a fan because it'll blow away the shielding gas, and I'm talking a freezing cold breeze.  You'd think that I'd be stoked since I had been sweating unrelentingly for hours and hours but I was overcome by this insane wave of fear the second my skin went goosebumpy.  Now, it's worth mentioning I'm in the middle of a 20 minute procedure I can't stop, so I continued welding.  Now the welding helmet I use has a large glass panel in it, and the large panel sort of allows me to see a little bit of what's going on behind me through the reflection around my face with my peripheral vision.  As I was welding and trying to just finish up after I got the chills, I fuckin' saw something move behind me.  I seriously panicked, spun around in my chair SHITTING MY PANTS to see my chainfall hoist swinging as if someone just pushed it down the I-beam it rolls on.  Nobody around to move it.  I didn't even change or shut off any lights, I just grabbed my keys and fucking sprinted out of there.  Pretty sure some poo came out.  I hate even talking about it because I still have to work here latenight alone all the time and it definitely freaks me out sometimes.