When I was little our cat, Felix, went missing (I was 11 at the time - he was 5). Obviously I was distraught (to the point I stopped going to school).
I remember that I kept having this dream (daydream and proper sleep dream), about him walking across the garden, and jumping up onto the window sill.
I have no idea whether there was anything in it, whether I had a connection with him and knew he was on his way, whether there was a connection that kept him going, or whether it was complete coincidence, but he arrived back on the window sill on Christmas Day (disappeared in mid Nov). A lot worse for wear (treatment took nearly a year and cost over a grand in 1986!! - not that that mattered, of course - vet said it looked like he'd been tied up with rope that he'd gnawed off, and possibly deliberately harmed in other ways), and very hungry, but safe. I (much) later discovered that there had been a ring operating in the county taking black and white cats for their fur.
As I said, no idea if there was anything in it, but I figure anything's got to be worth a try when a loved pet is missing.