I've tried to gather some links to people's alledged encounters with inexplicable phenomena. While some of them describe the usual UFO and bigfoot types of things, many are absolutely surreal in nature, and you may find some inspiration here.
http://www.forteantimes.com/happened/happened_index.shtml
http://cgibin.erols.com/strange1/firstperson.html
http://theshadowlands.net/ghost/
http://www.geocities.com/bigbazza17/NightmareInTheElevtor.html (this one sounds a bit dodgy, but it's pretty scary just the same)
http://pages.prodigy.net/deakrivers/substories.htm
Hope these provide some inspiration!