Source : Webster's Revised Unabridged Dictionary (1913)

Bansshee \Bans"shee\, Banshie \Ban"shie\, n. [Gael. bean-shith
   fairy; Gael. & Ir. bean woman + Gael. sith fairy.] (Celtic
   Folklore)
   A supernatural being supposed to warn a family of the
   approaching death of one of its members, by wailing or
   singing in a mournful voice.