I'll clarify that I've never seen actual 'beings', trolls, fairies, whatever. What I've seen and experienced looks like fireflies, but in different colors, yellow, blue, green, orange. Different colored lights flickering in the woods. A few years ago, I read Michelle Belanger's "Haunted Experiences: Encounters with the Otherworldly" where she describes the exact same thing, (and them rather naughtily leading one of her friends into a swamp), that was the first time I really realized that what I'd experienced was real, that other people had experienced it.
I will also mention here that I didn't see a firefly until I was in my 30's, and was visiting North Carolina. I thought, well, maybe I saw fireflies and thought they were fairies... When I got back to California, I actually called the entomology department at OSU and asked about fireflies in Oregon. There are only two species in Oregon that light up (that they know of) and both are very rare, limited to specific areas on the coast, and only glow faint yellow, not red, green, or blue. In fact, I can't find any reference to any firefly that emits a red light, though there are species that emit a light that looks greenish to the human eye.
My sister's experiences with the fairy lights are somewhat different than mine, more intense, more personal, than mine, and includes orbs, psychic impressions and more, but that's her story to tell when she's ready.
I've heard a few stories of men who have encountered other beings that qualify as fae, but none first hand, unless you count Native American accounts of the Little People and other, what I like to call, North American Native Fae. I know some accounts say the Europeans brought the Fae to America with them, but my research is making more and more correlations to Native American legends that go long beyond the arrival of the Europeans.