Banshees are shown to be capable of telepathy.

 

When Meredith and Peter Hale were simultaneously comatose, both were placed in the same room, Meredith was involuntarily synchronized with Peter's thoughts for months. Peter was in his vegetative near-death state and was subconsciously rambling. In Meredith's mind's eye it was as if Peter was standing right next to Meredith, leaning over her, whispering into her ear.

 

In Required Reading, Lydia realized a Banshee prediction she'd had was a someone else's memory, one she'd tapped into. That of a test subject of the Dread Doctors while they were examining him in the past, who'd die at the hands of Theo Raeken.