Barn owls are probably first choice as natural banshees. A fleeting glimpse of a white form with dark eyes in a flat face, combined with the alarm call, described in Collins Bird Guide as ‘a shrill, hoarse, rather spooky squeal’ or the territorial call, ‘a drawn out rattling or gargling shriek … often repeated’, combined with a superstitious mindset, would be enough to scare the pants off the most stalwart.