Psychic entities can come in many forms, varying from incubi, to ghosts, to aliens, and even the ‘hallucinations’ conjured up by a magical adept. Yet the most virulent tend to appear during poltergeist infestations.
Occasionally such entities go further than simply being seen. There are attested cases of such entities actually hurting people, even leaving marks on the body.

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http://beyondtheblog.wordpress.com/2008/07/06/can-entities-hurt/