I've experienced cats, dogs and horses doing this. I wouldn't call that "haunting" though - I don't feel haunted when a beloved cat comes by to visit me. :)

My deceased cat Artemis would do this a lot, especially soon after her death. She's come to me at nights, jump in my bed and I would feel her paws as she was walking over my blanket to curl by my side. During days, I'd hear her cleaning herself or feel her stroking by my legs. And it was not just me, also other family members and even visitors who didn't know that I had a cat experienced it. This went on until Artemis came to me in a dream and showed a kitten, describing how I would find her and saying that this kitten is to be my next cat companion and that she has to go further now.

I wasn't really surprised when I actually found a kitten that matched the description I was given perfectly. Right after the new cat entered my household, any presence of Artemis vanished.