Ok, here's mine.
I'm originally from Maine, and the fall of 1998 was my first semester away at college in Arizona, and also my first real time away from home. As such, I was pretty close with family, and called home pretty much daily. My grandfather was not in the greatest of health, and while it was really only a matter of time, we all thought that it would not be as soon as it was.
Anyway, the night it happened, I went to bed like any other night. In the wee hours of the morning, something like 3:00 am, I woke up and sat bolt upright in bed, sobbing. Somehow I *knew* that he had died. As I began to wake up a bit more, I shrugged it off as a bad dream, and felt pretty silly. I figured I was just worried about his health and had a bad dream as a result. I went back to sleep. Later that morning, I got a call from my parents, and they told me they had bad news. Before they told me what the bad news was, I interrupted them: "Grampie Gus passed away, didn't he?" They were a little surprised with my response, but told me that yes, he had passed. "What time?" I asked. Obviously, this is not the normal reaction from someone who's just been told a close family member has died. They were a bit puzzled by my question, but answered it nonetheless. Turns out, he passed away at something like 6:00 AM... which considering the three hour time-zone difference, was almost EXACTLY the same time I woke up in bed the night before. Both my parents and I were pretty weirded out by it.
I have pretty much been a firm skeptic all my life (and not terribly religious... perhaps you could describe me as raised Catholic, but now sort of non-denominational Christian bordering on Agnostic) but I really believe something happened that night. I don't know if it's just some type of telepathic connection between close family, or if my grandfather's "spirit" visited me to say goodbye, or what... but I now feel that there is a good chance that there is more to this life than science can currently explain.
FWIW, my son (and first child) was born back this past July. We named him Gus, after my departed grandfather.