This happened in 1922 in Germany. A farmer noticed footprints in the snow going towards his farm but none going the other direction, family members heard strange noises in the attic, keys went missing, and a newspaper that no one in the family read was found on the farm. The maid quit because she thought the place was haunted. On the same day that the new maid arrived, the entire family, as well as the new maid, was murdered. No one ever figured out who the mysterious intruder was or if/why he killed the family.