1766, September 26: The Sheridan Banshee
In 1824, as a note in her book Memoirs of the Life and Writings of Mrs. Francis Sheridan, Alicia LeFanu described an odd event that she claimed occurred at the time of the death of her grandmother, Francis Sheridan [1724-1766], who was well known for her plays and novels. LeFanu's note on the matter runs thus:
"Like many Irish ladies, who resided during the early part of her life in the country, Miss Elizabeth Sheridan was a firm believer in the Banshi, or female demon, attached to certain ancient Irish families: she firmly maintained that the Banshee of the Sheridan family was heard wailing beneath the windows of Quilca (the family residence) before the news arrived from France of Mrs. Frances Sheridan's death at Blois, thus affording them a preternatural intimation of the impending melancholy event. A niece of Miss Sheridan's made her very angry by observing, that as Mrs. Frances Sheridan was by birth a Chamberlaine, a family of English extraction, she had no right to the guardianship of an Irish fairy, and that therefore the Banshi must have made a mistake!"
And that is all that is written on that... make of it what you will. Do note that "banshi" is a variant spelling for "banshee," which turns up in older sources on occasion.