During my life I have had a lot of pets but had never been "haunted" by one, until I moved in with my now ex-girlfriend. She had a pure white German Shepherd that I had met a few times before my ex and I were together but sadly she died. After my ex and I started living together we bought a pool table and we started finding white dog hairs on this pool table when we could see no way of them getting there. We only had one other pet in the house, which was a black toy poodle. Eventually, whenever we found a white dog hair we would say hello to her.
About a year ago the black toy poodle I mentioned had a major seizure (she was 17 years old) and we couldn't get her to a vet since it was around 2:30 in the morning and neither of us drove or had any friends nearby and after trying unsuccessfully to get her to pull round for what seemed like forever, I had to end her suffering (still kills me and is by far the hardest thing I have ever had to do and hopefully ever will have to do).
The very next day I was saying how guilty I felt and I heard a tapping noise upstairs that was unmistakable. It was our toy poodle trying to get up on the bed (she always used to dance around the bed trying to jump up since she was so small) and after a few minutes the noise stopped and I went to look to see if I could see anything, which I couldn't, so I went back downstairs and I heard her jump down off the bed (again a noise that couldn't have been anything else). Anyone with pets will know that you learn the different noises your pet makes and could tell them apart from any other noise no matter how similar they sound.) I like to think she came back to reassure me that I don't have to feel guilty and that I helped her (not that that changed anything) but who knows.
Another one of my pets that came to "visit" me was my cat Victor. He was a grey and white Maine Coon and he had problems since he was a baby so he had to keep his head tipped to the right all of the time and he had bad balance. He passed away in his sleep from a heart attack a few days after his first birthday and it devastated me. I just held him for hours. For about a week after that I knew he was still there as I could hear the bell on his collar and the very strange noise he used to make every time he cried (it was kind of a half purr before every cry). Also I could see him. Every time I went up the stairs, he would be sitting there on the stairs. Now I say I could "see" him, but I don't mean I could literally see him. I knew he was there and it was as if I could see him (think if you looked at someone and then they became invisible, all of your other senses would tell you that person was still there. Sorry but that is as well as I can describe it). After about a week I stopped seeing and hearing him. I don't know if he really was still there or if I just missed him so much that my mind was trying to comfort itself, but either way I like to believe it was him saying goodbye or just hanging around for a while before going off to explore new places.