In his Book of Folklore, there is a chapter entitled Fetches, which is about spirit doubles. You can read more about fetches at Wikipedia: Fetches.
Here is one of the stories he tells about spirit doubles that give a warning about impending danger:
The musician Glück was staying in Ghent. While there he was spending an evening with some friends. He returned to his lodgings one moonlight evening, when he observed going before him a figure that closely resembled himself. It took every turn through the streets which he was accustomed to take, and finally, on reaching the door, drew out a key, opened it, and entered. On this the musician turned round, went back to his friends, and earnestly entreated to be taken in for the night. Next morning they accompanied him to his lodgings, and found that the heavy wooden beams of the ceiling of Glück's sleeping-room had fallen down in the night and crushed the bed. It was obvious that had he passed the night there he must have been killed.Baring-Gould also tells a series of stories from England:
In Yorkshire the wraith or double is called a waft. There is one night in the year in which the wafts of those who are about to die proceed to the church and may be seen. This is St Mark's Eve, and anyone who is curious to know about the death of his fellow-parishioners must keep watch in the church porch on that eve for an hour on each side of midnight for three successive years. Mr Henderson says in his Northern Folklore:
On the third year they will see the forms of those doomed to die within the twelvemonth passing, one by one, into the church. If the watcher fall asleep during his vigil he will die himself during the year. I have heard, however, of one case in which the intimation was given by the sight of the watcher's own form and features. It is that of an old woman at Scarborough, who kept St Mark's vigil in the porch of St Mary's in that town about eighty years ago. Figure after figure glided into the church, turning round to her as they went in, so that she recognised their familiar faces. At last a figure turned and gazed at her; she knew herself, screamed, and fell senseless to the ground. Her neighbours found her there in the morning, and carried her home, but she did not long survive the shock.
I know of a case far more recent, at Monkokehampton, in North Devon, when a stalwart young carpenter resolved on keeping watch. He saw two pass him, and then his own wraith, that looked hard at him. He fled and took to his bed. The rector visited him and did all in his power to convince the man that he had been victim to hallucination or a dream. The doctor visited him and could find nothing really the matter with him. Nevertheless he died within a fortnight.
Pictures of England: