It seems like there is a thread about this at least once a month.
And yes, I have.
For the most part I noticed and was bothered more then they were. They had more choice in completely avoiding rooms or even going outside, so maybe they were lucky with that.
On the few occasions one was in a room when something happened the cat would look startled and run out, generally with me on the cat's heels since I had seen/heard/smelled whatever had sent the cat running.
If you're cat is staring off into space it doesn't necessarily mean your house is haunted.