I used to be the Caretaker for the Royal Academy of Dance in old battersea in London, there is a couple on incidents I have seen at the academy which are posted.
I was in bed one August I think it was in 2000 when at about 3am in the morning I heard horses, which is unusual as i lived in a sealed courtyard. The noises got louder and then I heard a carriage which went right past the bedroom window, I heard horses the squeaking of the carrage, it went past the flat past the building and on through the flats at the end.
Never had the nerve to get up and look out of the window. The courtyard is the original roman road from London to Richmond.