I had a similar experience the last year working on my PhD. I lived about a block south of campus in a "safe" neighborhood. I lived in a ground floor apartment, which was actually half sunk, so my back windows (both bedrooms) were just above ground level - and faced the parking lot. Because of this setup, I was almost always in condition orange. Without bars on the windows, the ground floor apartments were very vulnerable to break-ins, home invasions or worse. Also, we generally tried to park right behind our own windows so that no one else could drive into our apartment (it had happened before to another tenant).
Now, having been a shooter most of my life, I know gunfire. About midnight one night, I heard a double-tap and then a single come from the parking lot. I rolled out of bed and went into the other bedroom to lift my daughter out of bed to take her into the living room, where my wife was still up watching TV. I set my daughter on the couch and grabbed the phone.
After I dialed 911, my wife panicked at what I told the dispatcher - she hadn't heard the gunshots. About a half hour later, the police were at our door telling us that everything was clear - they hadn't found anything. SO, we went to bed, only to wake up at about 2AM with flood lights out in the parking lot. So much for all clear. The next day, I called the PR guy at the local PD to ask what had happened.
It seems that they had initially only looked in our parking lot and had neglected to go to the lot of the neighboring complex, which was less than 50 yards from my window. The only thing separating the lots was our manager’s boat. Behind the boat, in the other lot, were the bodies of a pimp and his hooker, with two bullets in his chest and one in her head. We were REALLY glad at that point that I had already accepted a position at a small rural college. Too bad this place is growing too, and I've had to take to regular CCW because of the growing crime rate around here.