1934 (pre): Mr. MacKenzie and the Cold Hand
In his 1934 book, Family Ghosts and Ghostly Phenomena, Elliott O'Donnell chronicled the strange experience of one Mr. MacKenzie from a branch of the MacKenzie family in Glasgow, Scotland.
Mr. and Mrs. MacKenzie were at a cinema in Glasgow one night, when Mr. MacKenzie felt a cold hand touch his cheek. Irritated, he told the persons next to him and behind him to stop, assuming one of the two was trying to be funny. A few moments later, he felt the cold hand lay across the back of one of his own, and he let out a cry of surprise and alarm. Knowing that his family was said to be haunted by a phantom hand that only appeared to foretell a death, his ability to enjoy the movie was gone... he and his wife left immediately.
As they tried to sleep that night, Mr. MacKenzie sensed someone moving about in the room; so he got up and lit the gas. The room was empty, and the door locked. He returned to bed, and was immediately touched on the forehead by the cold hand. He grabbed the arm by the wrist, which he described as soft and slender. With his other hand, he felt up the arm to the elbow... where the arm ended. A few seconds later, the hand and arm were just gone.
Mr. MacKenzie received a telegram on the following day informing him that one of his sisters had died during the night.
Much as I may like O'Donnell's book, the simple fact that he doesn't tell us when this event happened, or the proper name of who it happened to forces me to mark this account as 'Unreliable' until I can find out more. O'Donnell also implies this account was told to him by the MacKenzie family directly, so there may be no other record of the event.
The earliest movie cinema I can find for Glasgow opened in 1907, with something of an explosion in the number of theatres through 1910-1914; so the event above likely couldn't have occurred previous to 1907. The references to gas lights and a telegram could help narrow the possible time frame with a little research and luck.
O'Donnell also discussed two other examples of MacKenzie family omens; to read more on these, follow the 'See Also' links below.