Have you ever heard knocking in the night, only to get up and check the house and find nobody is at the door? Did the knocking cease or did it continue, traveling through the house until it sounded on your bedroom walls?
I've never experienced that exact phenomena, although I will admit I've heard knocking sounds at night and have never been able to pinpoint the source. Was it a paranormal event? I'm not sure, but I doubt it. I did live in one house where something would pound on the front and back doors at night. My wife first experienced it and I was sure it was something that just sounded like pounding, until one night the pounding happened on a door I was right next to. The door had a large window, which was uncovered, and there was absolutely nothing outside.
Some people have experienced loud and persistent knocking in their house, such as the Bell Witch Haunting. In that case, the spirit(s) communicated with the living through the knocking. Some people believe that knocking that travels throughout a house and seems to travel toward a specific person is a sign of Infestation, or the first stage of demonic possession. I can imagine that knocking traveling through your house would be quite unnerving. I even used it in my first book, and I had readers tell me the scene haunted them afterwards.
There is also the topic of death knocks, or when three distinct knocks sound on a person's door in the night, yet nobody is outside doing to knocking. According to old tales, the knocking is Death itself, signaling that it will soon take someone in the house or someone who is closely tied to the people who live in the house.
Have you ever heard disembodied knocking, or known someone who has?