This happened to a friend of mine.
His cat was killed, and one evening he felt the cat walking about on the bed, kneading it paws and purring. Of course there was no cat there, well not in this world. But in the spirit world she had come back to lie beside him. Actually this is how I met the friend, we were chatting and suddenly I said (for no reason) "your cat, it jumped on the bed." He looked at me with the most incredulous look, and asked how I knew. I told him I am clair-sentient, and that is how I did know. I felt it form him and my telling him further served to confirm his suspicions that his cat did come back to visit him.