Wolfgang Pauli, winner of the Nobel Prize in Physics in 1945, was one of the pioneers of quantum physics. He believed in psychokinesis - that a person could influence material objects by means unknown to mainstream science. He believed he manifested this power by damaging experimental equipment. This phenomenon was called the Pauli Effect. Pauli also believed in synchronicity and that parapsychology was not pseudo-science but worthy of study. He believed that some psychic contents survive personal ego and can effect other living people.
More information here: Wolfgang Pauli
Other Nobel Prize winning scientists who believed in paranormal phenomena:
Max Planck
Brian D. Josephson
Charles Robert Richet
John William Strutt
Marie Curie
Pierre Curie
More information at: Eminent Researchers