Umm, well, yeah.. Theres the Bell Witch. She's not an evil entity, more like a good one. Here, I'll explain the story. Though, don't assume the one I'm telling you is the one true one, there are many, this just happens to be the one I like, and has more accounts.
There was a married couple living in south-east Tennessee, just before the civil war. They were a happy couple, or so the wife thought. They owned slaves, even though it was uncommon in eastern Tennessee, and some people looked down on them because of this. One day, the wife found her Husband sleeping with one of the slaves. She became sickened with grief and ran and hid in a near-by cave. All the townspeople claimed she had begun witch craft, and the husband set-out to kill her and clear his name. Well, no one ever heard from Mr. Bell again, there was much speculation, no-one ever dared go to the far reaches of the cave in fear that the witch was still alive. That was, of course, until they decided to turn the cave into a tourist attraction. Thats when things got weird. For instance, one man who everyone knew was unfaithful to his wife, lost his way in the cave, and the next week, they found him buried in the old house where the bells used to live. He was buried in the cellar. Despite this, they finished cleaning of the cave, and the because most people believe the wife of the man had just come up with a clever way of killing him. They also turned the house into part of the attraction. But remember, I said she was a good spirit, right? Well, Mrs. Bell was never able to have children, but she loved them dearly. As such, her spirit did too. One day, a small boy got separated from the tour group. This happened when they turned all the lights out, as they do in most cave tours. He found his way out of the cave all on his own. Strange part of this is, he had no way of emitting light. When asked how he navigated the cave, he simply said, "The white lady, she told me where to go." So, I leave the rest to you, is the Bell Witch a good entity, or a bad one?