There is a Jewish legend, from the Chassidic lore of the 'Old Country' called the 'Dibbuk'.
The Dibbuk is the closest thing in Jewish folklore concerning 'demon possession'.
I don't actually believe that this is true, but it is a possibility and I have heard it referred to in reference to 'Gilgulim' and Soul transmission.
http://www.oztorah.com/2007/09/exorcisms-dybbuks-ask-the-rabbi/Q. What is a dybbuk?
A. The famous play, “The Dybbuk”, by S. Ansky (Shlomo Zangwill Rappoport, 1863-1920) deals with a poor student who is in love with Leah, a girl who is engaged to someone else. Unable to make headway with her, he dies but attaches himself to her body until finally exorcised by Rabbi Azriel, though not without Leah herself also losing her life. The play with all its deep psychological drama has been staged in many languages and there have also been several film versions.
The name “dybbuk” is from a Hebrew root that means to adhere or attach; a dybbuk is the restless spirit of a dead person which transmigrates into another body but can be exorcised by the use of kabbalistic practices. While the more rationalistic groups in Judaism reject the notion of reincarnation, kabbalistic movements took it seriously and carried out exorcisms.
From about the 16th century there were a number of personages known as ba’alei shem, “masters of the Divine name”, who succeeded in exorcising reincarnated spirits who were disturbing the balance of those to whose bodies a dybbuk had become attached. The most famous was Israel Ba’al Shem Tov, the founder of Chassidism. In its literal sense, the idea of a dybbuk creates problems for many, but even the rejectionists have to come to terms with cases of people being possessed or obsessed.