I think they stay around us aswell, and i have had a similar thing happen with my DH and his dog, we had just moved to Adelaide and for the first few weeks DH was there on his own without me, he had been staying in a friends unit where Molly the dog wasnt allowed, so she was a few streets away at another friends house and DH would walk her up and dpwn a main street between the unit and the house she was at.. well we ended up renting a house on that main street , but sadly the night before we officially moved in, Molly was hit by a car, she had broken out of the back yard and was trying to get to the unit, and was hit directly in front of the house we were due to move into.

We moved in and i had my dog Sam, and at night we would hear him running up and down the hall way, only we could hear TWO sets of dogs paws on the wooden floors, sometimes at either end of the long hallway. We think it was Molly playing with him.

While i like to think she has stayed with us- we havent heard her anywhere else we have lived, so i guess she moved on and is busy somewhere else- but we definately beleive it was her playing with Sam.