There's always an explanation.
One time I was driving my car on a small road near Ste Maxime, France with my girlfriend on the passenger seat and at one point we see a pedestrian woman walking the same way, slowly, with some kind of hoodie over the head. It was weird because there is generally nobody walking at night on this road... As we reached her level with the car, she starts screaming...the most terrifying noise I have ever heard in my life, straight out of hell...What was even more disturbing is it was hard to know where the noise was coming from, At first I thought it was my girlfriend shouting straight next to me. We watch behind the car to see what happened to the woman, she is still there, walking slowly, we couldn't see her face in the dark..."Get the fuck out of here"
I later heard from locals that this woman had recently been internated in psychiatry, she had been doing it for a long time. I think a sane person wouldn't be able to produce such a sound, it was the closest thing I experienced in my life to something "from the other side".