Shane, Evelyn, Connor, and Valerie. Non-siblings bound together since conception by a connection only they have. They also share an invisible friend.
But not all invisible friends are necessarily imaginary. Consider Anotrothe. Friend and gentle guardian with powerful psychic abilities, he is invisible to everyone except them until they are twelve, when he appears and becomes a teacher at their school. One day, he tells them that the connection they share gives them the capacity to learn things no other humans can, and promises to teach them when they are old enough to learn. When they are eighteen and bound for college, he informs them that it's crucial they begin their lessons soon because malignant forces are on the way to destroy their world and they must use their abilities to help him save Earth.