I don't want to be a Negative Nancy here... actually who am I kidding? I love giving rational scientific explanations for mythical events!
Read the article below for some interesting facts. Quick precis: sound waves that have such a low frequency that you can't hear them can effect humans psychologically and physiologically. In particular, they can cause shivering, anxiety and breathlessness, as well as affect your eyeballs to make you think that you are seeing ghosts.
http://www.meta-religion.com/Paranor..._frequency.htm