This happened a few months ago when I went to Iceland. One night, me and some other people drove out to a relatively remote part of Reykjavik to try and see the aurora since the conditions were really good. We were standing there just looking at it (we did end up seeing it), when we heard what sounded like a woman screaming from the woods nearby. We noped out almost immediately and drove away, but I still regret not checking it out. I'm appending a photo I took there to add to the creep factor.

Bonus story, although this one isn't really that creepy. This was on the first day of a summer camp I went to. I went to sleep a little earlier, since I was really tired, and as I'm lying still, trying to fall asleep, I hear this girl I was sharing my tent with enter. I didn't really know her since it was the first day. Then I feel something like a hand on my cheek/the side of my head. I'm freaking out at this point, but I didn't wanna turn around since it would be really awkward. Then I feel the "hand" move away in a really unusual way. I turn to look what it is and it's a FUCKING TOAD. Damn I'm an idiot.