I've mentioned here before -- though I suspect it was before Bio joined us -- that Michael Shermer, the president of The Sceptic's Society, did an experiment on this. Subjected to a strong magnetic field, he had a strong sense of someone being in the room with him. The suspicion was that people with exceptional sensitivity to magnetic fields would experience this in places with unusually strong fields.
The research he's done shows that the basic structure of witchcraft, ghost and alien-abduction stories is fairly constant. The specific analysis provided by the subjects is colored by their environment and expectations, but the actual sensation seems to be common to all three.