Main article: Death Omens
Banshees cannot only predict death, they can identify where death occured, and sense someone's death becoming aware of their passing away just by 'feeling' it.
During Season 2, Lydia would experience fugue states, after her powers were activated, though she didn't understand why they were happening. One fugue state occured in Omega and she was confirmed to be present to sites linked to death: the Hale House, where the Hale Pack was killed and Beacon Hills Cemetery. She would also be drawn to dead bodies, murder scenes, and receive visions or noises indicating how, where or when someone would die.
In 3x23 - Insatiable, Lydia heard noises at Camp Oak Creek that were much louder than normal due to the multiple deaths that occured during the massacre and the Nogitsune's reign of terror in 1943.
At the end of Season 3, Lydia feels the deaths of Allison and Aiden, just as they're passing away.
In 4x03 - Muted, Lydia was drawn to the Walcotts' family house, not only because of the family being murdered, but because the Walcotts were wendigos and fed on rationed dead bodies. Just like at the Glen Capri she makes out the same human faces upon the wood of the family's secret panel leading to their 'game' locker.