A couple were in a car racing madly through Madrid in the middle of the night. Suddenly the engine juddered, whirred, and died. The broken-down car rolled to a halt, leaving them stranded with nobody else in sight. The husband had to go and get help. He was afraid for his wife left alone in the car, so he rolled up the windows and locked the doors before leaving the car, taking the keys with him.
It took him a long time to find aid, since he was a foreigner in the city and his Spanish wasn't too good. He returned more than half an hour after leaving, to find that disaster had struck! The exterior of the car was in the same state as when he left it, but his wife was dead and there was blood on the floor and a stranger in the car.
Edit for clarity: all the events that night were down-to-earth and believable. There were no supernatural occurrences, extraterrestrial activity, or anything outside of what is commonly taken to be "the real world".