A Little Something Strange

Do you ever have your pet stare at something off in the distance for a long time? When you turn around and look you don't see anything there? My cats do that on occasion, often when I am alone in the dark. I'll turn the light on, thinking there is a bug (which is scary enough for me) and when I look..... nothing. Nothing, at least that I can see. I think I've watched one too many shows about hauntings!