Well, animals are supposed to be more sensitive to lots of things that humans can't percieve--they can even predict earthquakes before they happen, for example--so I wouldn't discount ANYTHING.
My Google runs and plays with an imaginary friend and "follows" something up the stairs sometimes, and sometimes just stands at the bottom of the stairs and barks. The man who we bought the house from passed away within a month after selling the house to us, and I sometimes wonder...