Ur Britannican:
Irish Bean Sidhe, Scots Gaelic Ban Sith(?woman of the fairies?) supernatural being in Irishand other Celtic folklore whose mournful ?keening,? or wailing screaming or lamentation, at night was believed to foretell the death of a member of the family of the person who heard the spirit. In Ireland banshees were believed to warn only families of pure Irish descent. The Welsh counterpart, the gwrach y Rhibyn (?witch of Rhibyn?), visited only families of old Welsh stock.
The Scottish novelist Sir Walter Scott mentioned belief in a kind of banshee or household spirit in certain Highland families (Letters on Demonology and Witchcraft, 1830).