Then you check and there's nothing.
Well I just got that. To the point I stopped what I was doing and spent a few seconds trying to get the phone out of my pocket (jeans and sitting down means difficult) - then I realised it's on my desk and my muscle / leg / mind was just imagining it.
It was so real! I know other people get this - Do you? Read somewhere that it's a proper, recognised physiological phenomena but I can't be bothered to find the link. Oh, and my phone's vibrating.