This happened to me when I was 4-years-old, I was too young to really understand what was going on but when my mom told me what really happened when I mentioned it to her a few years later she told me what happened and it still freaks me out.
We live in Arizona and in the summer it gets really hot so we normally leave are door open at night and leave the screen door locked. From what I remember, it was really late at night and I was out in the living room sleeping on the couch, while my mom and grandma were watching TV. I'm a light sleeper and I woke up when the TV was shut off. I opened my eyes and noticed that they had shut off all the lights and closed the door. they were standing over me peeking out the window (The couch was up against the window). I asked what they were doing and my mom kept shushing me. I was really curious so I jumped up and pressed my face against the window trying to figure out what they were looking at. My mom quickly grabbed me and moved me across the room. She told me that nothing was wrong and that I should go to my room, so I did...
After that night I forgot what happened till I remembered it when I was older and asked my mom what they were looking at. She told me when they were watching TV they heard a very raspy breathing sound and kept hearing foot steps in our front yard (Our yard was full of rocks which you could easily hear when someone walks in them). So they shut off the TV and looked out the door but saw no one. My mom shut the door and locked it just to be safe but they started hearing a cough and sometimes a sniffing noise which had them peek out the window and my mom noticed a guy was standing on the side of our house because he kept peeking his head from around the corner. When she saw him she closed and locked all the windows and back door. The next morning she found a syringe in the front yard and a huge knife in the back yard.
The reason why she didn't call the cops when she noticed that a guy was standing against the wall was because he was my dad. My parents got divorced when I was two and my dad was a dead beat and also did drugs and was an alcoholic. He was a lunatic.