Beckon pitches a hissy fit whenever one of us leaves. As soon as the door shuts, he's fine -- it's just what he does.
Yep, Fasb does this (most of the time) when the wife or I leave. Goes bonkers. Yaps, runs around, jumps on the door. Soon as the person leaving gets out of the driveway, he stops, settles down, and is fine.
We tried training the behavior away, bribing him with food, bribing him with toys, crating him, talked to an animal psychologist (psychiatrist? I don't remember which). Nothing worked. Eventually, it just became a funny Fasb trait. We do take some care to make sure he doesn't hurt himself or destroy anything by jumping on it, and if someone's still in the house, they try to distract him, but basically, the best solution is to run for the car and pill out asap.
We've been assured he's basically fine, and he seems calm and quiet while we are gone. He just doesn't like the idea we have anything else to do besides spoil him.
FYI: Most mornings I get up before dawn, run 7-10 miles, then come back to the house for breakfast and a shower - and the all-important feeding of the sheltie - before heading to work. Wife is a little less amused with the barking dog when it's 6 AM and he wakes her up to let her know I'm going out to run.