In the fairy tales they were good guys.
They cry out to us, warning victim of coming death. They use their scream to drive their victims crazy. Victim crack opes their own head and the banshee feeds on the brain (frontal lob). And the only people who can hear their scream is the victim.
They travel out in mist. And they only pray on the vulnerable. They pray at night and haunt the same place until it's dry clean.
Gold blade could kill them.