I recently discovered the story of the Bell Witch, thanks to a lucky library book sale find entitled Prominent American Ghosts. (Funny that I didn't discover it much sooner, actually. I'm only just finding out how incredibly famous the story is.)
For those of you who haven't heard of it:
The story revolves around the Bells, a family that lived in Tennessee during the early 1800's, and their near-torture at the hands of what was thought to be a poltergeist that suddenly appeared in their house and stayed a very long time. According to the story, it became so powerful that it went out into the community, attending church services and visiting other people's houses. Everyone knew the spirit as "Kate", and she made herself known all over town, but kept her home base in the Bell house. She drove the family crazy for years, focusing her strongest wrath on John Bell and his daughter Betsy.
The account of the Bell Witch is long and extremely detailed, thanks to journals kept by the family and other members of the community. You can grab a copy of the above-mentioned book, or check out these websites: