There is one specific Smashing Pumpkins song (Hello Kitty Kat, I think) where in the last few seconds as the guitars are fading out, Billy says a few unintelligible words, which somehow sound as if they are coming from just over my shoulder when wearing ear buds.

It scares the shit out of me EVERY single time I listen to it at work because it makes me a coworker is talking in my ear, trying to get my attention.