The “ideas” so far…
The characters “see” the occurrence, but don’t believe it; they misinterpret what they see, or write it off as nothing. (such as in my example of someone thinking they saw a women in white).
The characters “see” the occurrence but don’t realize the significance (such as in Jenny’s example of the knife).
The characters sense or feel something but it’s only a vague feeling and they can’t quite put a finger on what’s wrong (such as preyer mentioned). The reader will have an idea of what the feeling might mean however. If you write “I feel almost as if I’m being watched” the reader will think “she IS being watched, she just doesn’t know it.”
There would also be the case where a character sees the occurrence but are too “out of it” to give it full weight. Such as someone waking up during the night when they sense someone touching them; they jolt out of their sleep only to find nothing there. Someone could also be drunk, drugged, injured, traumatized, grieving, etc.
You could also “mix and match” these ideas.
I think any of these could work, but to be similar to what someone experiences in a movie it would have to be done very subtly; at the same time, you don’t want the reader to miss the suggested “lurking evil”. I like the idea of using a bit from two or more of these ideas. For example:
Just as a young woman is falling asleep, she sees the shadow of a man on her bedroom wall. She jolts upright. Nothing there. She then gets up and looks out the window on a moonlit night. There is a ancient tree in the backyard, the branches are making moving shadows on the wall; she assumes that’s what she saw. Silly me, she thinks. Perhaps earlier someone had told her the old, laughable (ghost) story of a man being hung from that tree long ago. She stares at the branches against the moon, the image conjures up all sorts of thoughts. The whole thing gives her a creepy feeling but, still, she writes the whole experience off to an over-active imagination and lack of sleep. The reader will start putting two and two together however…maybe it was a man’s shadow she saw, maybe there is something to the old story of the man being hung, perhaps it won't be the last time that something about the tree* enters the picture; and most of all, the woman doesn't realize what danger she could be in. (That's just a quick, simple example; not meant as a great storyline.)
ac
*It's amazing the number of times trees have been used in books and movies to hide some sort of secret or evil.