In the Acts of the Apostles, there are numerous references to demons possessing people, and the apostles expelling the demons. No doubt, many others have written on the subject, though I can’t bring them to mind at the moment.
Oh, there’s St. Macarius. This is one of my favorite stories. St. Macarius was walking in the Egyptian desert when he saw a human skull lying on the ground. He asked the skull, “Who were you?” And the skull replied, “I was a pagan priest, but now I am suffering in Hell for my sins. There is a terrible fire all around us, burning us, concealing us from one another. When you pray for us, father, the fire abates, and we can see each other. This gives us some comfort.” “What of those who knew of Christ, and chose not to follow him?” St. Macarius asked. “They suffer even greater than I,” the skull answered.
There’s another story. A monk, when he was a novice, had a very abusive master. The novice would get very little food, and was forced to sleep outside, where the insects could easily find him and feed on him throughout the night. The master would do all kinds of things to make the novice’s life miserable, but the novice endured all of this patiently and obediently. After many years, the old monk died, and the young monk prayed often for the soul of his master. One night, the old monk appeared to him in a dream, and said: “Because of my sins during my life, I was condemned to Hell, and suffered there greatly. But because of your prayers, God has had mercy on my soul, and has taken me out. Thank you.”
The first story, I know, is from the first five hundred years of the Church. The second is most likely more recent, but true. I have heard the same story from a few different sources, both people and books.