The definition of banshee means a mythological female spirit who cries to warn of an upcoming death.
An example of a banshee is a ghost who enters a house wailing as a warning.
A female spirit in Gaelic folklore believed to presage, by wailing, a death in a family.
A female spirit believed to wail outside a house as a warning that a death will occur soon in the family.
Origin of banshee
From American Heritage Dictionary of the English Language, 5th Edition