In our campaign I am attempting to garner information about a spellbook from a Banshee. I've had some suggestions from NPCs to beguile it, but trying to cover all my bases, I wondered if I could knock it out and interrogate it. I asked my DM if I could knock a Banshee out, and he said that he didn't know. Is it up to the DM's discretion, or is there a set answer?
MM p.23 says this about Banshees and conditions (spoiler-ified because your character might not have any way of knowing these things):
Condition Immunities charmed, exhaustion, frightened, grappled, paralyzed, petrified, poisoned, prone, restrained
That list doesn't contain unconscious so they are subject to that condition and, in theory, you can knock them out in the usual way and according to PHB p.198:
When an attacker reduces a creature to 0 hit points with a melee attack, the attacker can knock the creature out.
Good luck surviving long enough to knock her out if you're playing Phandelver, a Banshee is not to be trifled with when you're a low level party. And keep in mind that a Banshee cannot be restrained so double-plus good luck tying one up while you interrogate her. You're probably better off placating her and offering gifts.