[ noun ] (Irish folklore) a female spirit who wails to warn of impending death <noun.person>
Banshee \Ban"shee\, Banshie \Ban"shie\, n. [Gael. bean-shith fairy; Gael. & Ir. bean woman + Gael. sith fairy.] (Celtic Folklore) A supernatural being supposed to warn a family of the approaching death of one of its members, by wailing or singing in a mournful voice, as under the windows of the house. [Webster 1913 Suppl.]
She said one of the survivors reported hearing a "banshee wail" slightly before the first blast.