My two cousins had many imaginary friends.
Madelyn, when she was 4 or 5 had "another family". There was a mom, dad, dog, little brother and sister, and a cat, I think. They lived in Hawaii. I was 8 and it freaked the hell outta me.
Danielle, 6, had an imaginary boyfriend for a good year or two. His name was Louie. She would rave about how great he was and how many toys he had. When in the car, she would shout out "THAT'S LOUIE'S HOUSE!" at every house that was a pretty color. She eventually settled on one blue mansionlike home with artistic shrubery and everything.
Everytime I pass that place, I think "That's Louie's house."
I, however, WANTED an imaginary friend. I remember trying to imagine one up and trying to talk to it. I could never hold a serious conversation with thin air, though. Though nowadays, I talk to myself NONSTOP. :P
A childhood belief about imaginary friends

others believed things like this
- I used to have an imaginary friend named Mr. Nobody. He would protect me from my imaginary enemy, Bad Elmer.— Kdees
- My little sister's imaginary friend was Kit the talking car from that show Knight Rider.Anon
- my aunt used to have an imaginary friend who instead of having blood had 7-up in her veins.Anon
- My brother was terrorised by an imaginary charecter called anorak doo-dah— Corin
- When I was about 6 or 7, I had an imaginary friend, who left for ice-cream one night. He never returned.— His name was Jimmy
- I used to believe in my imaginary friend dooodle.
Doodle was a stickperson and was always smiling.— Samantha