The Mothman Prophecies (2002)?
starring Richard Gere, Debra Messing, Lucinda Jenney, Laura Linney
IMDb synopsis:
When John Klein, a Washington Post journalist, and his wife Mary finally find the house of their dreams, they just can't believe their luck. On the way back from the bargain, Mary nearly runs over a caped, winged figure, jerks the wheel and skids into the sidewalk. She hits her head badly, and dies in the hospital a little later. John, completely devastated, soon finds some sketches his wife made after the accident. They all show a winged creature, yet there is no angel resemblance at all. Two years later, John all of a sudden finds himself one night in Point Pleasant, West Virginia. He has no idea how he has journeyed the 400 miles in less than two hours. In the small town, local cop Connie struggles with many sightings of a mothlike creature taller than a man being reported, while John believes that an explanation for his wife's fate can be found. The deeper John digs, the clearer the mothman's purpose arises~only to leave his life in immediate danger, as it seems.
TRIVIA:
The film is based on actual events that occurred between November 1966 and December 1967 in Point Pleasant, West Virginia.
WILHELM SCREAM: when the bridge collapses.
***SPOILER*** The Mothman's face appears six times in the film. The first is of course when he flies into Mary's face. The second is at the end of the scene where John is talking with the woman who saw Indrid through the window, the camera zoom out, and the scorch mark at the trees back left by the mothman has his face. The third is when the young couple describes the incident at the factory site, when the mothman moves off the car. Fourth is in the beginning of the zoom out from Mary's photography after John had smashed the phone, the mothman's face and shape appears in Mary's pupil. The fifth is when he is seen in the mirror on the door that John slams. The sixth and final time is when the cable slams into the car windshield.
Here's the movie trailer:
http://www.youtube.com/watch?v=jP4P7VPx2zM
I think that YouTube might have the complete film in 12 parts. Here's Part 1:
http://www.youtube.com/watch?v=juscyMWx7nI
Here's one site where copies are available:
http://www.amazon.com/Mothman-Prophecies-Nesbitt-Blaisdell/dp/B0000648X0
EDIT: I don't feel so alone now that others think it's "The Mothman Prophecies", too! For a while, I kept thinking my memory must be playing tricks on me because your description only starts out sounding like "Beetlejuice"~until you describe the other incidents.