Naga
Just to add to what you had stated about Saints, performance of Yagnas (like the Puthra Kamosthi Yagna of yore) is known (not proven, because you can always argue that the timing of the actual occurrence of the event was mere coincidence) to bestow good upon the performer. Sorry, I deviated from the topic a little. Coming back to paranormal activity, there is a program on AXN, where investigators (with the latest instruments science has to offer) investigate phenomena. About 60% of the original reports (the ones that triggered the investigation) have been debunked, but in the other 40% of the cases, there have been unexplained energy spurts, strange noises from seemingly uninhabited places etc. The investigators try their utmost to debunk (by cancelling out random disturbances from the street, from their own selves, etc) and they accept the presence of something beyond this realm only if all other explanations fail. Again, the rationalists among us can say that this does not prove the existence of anything, we can also counter-argue that it does not disprove the existence of the other realm. To the contrary, I think this is the closest we can get to at least start suspecting the existence of a being not of this realm. The program is called "Ghost Hunters" and I have not seen it in a while, so do not know if it is still on.