One of the reasons London won the right to host the 2012 Olympics was Cherie Blair's 'banshee-like' attack on former French president Jacques Chirac, according to Lord Coe, extracts of whose recently published autobiography have appeared in newspapers this week (see here). Presumably, by 'banshee-like' we are meant to assume she shrieked, and harangued him, although in folklore banshees are sometimes quieter and more restrained, some merely moaning or singing.
Banshee is an English phonetic spelling of the Irish bean sídhe, which literally means 'woman of the fairies or elves'. In folklore, these spirits are regarded as omens of death, since they begin to wail if someone is about to die. The OED definition is: "A supernatural being supposed by the peasantry of Ireland and the Scottish Highlands to wail under the windows of a house where one of the inmates is about to die. Certain families of rank were reputed to have a special ‘family spirit’ of this kind".
There is more about banshees here.