Ours don't really worry about each other (Unless they're jealous), but boy do they freak out when we leave! If you leave for 5 minutes to go get the mail, you are greeted by Daisy jumping up/ licking you, and Tyson wimpering like he's abused
They do the same when they are crated (They usually sleep on my twin bed with me... Yes, it's VERY crowded!!!).
Oh, and Tyson is OBSESSED with birds!!!! In his last home, all he did was watch the little birdies flying around. Well, when we got the ducks, we had forgot how he did that, and now he won't even come inside (Even when it's SUPER hot), because he's "Guarding" the ducks! Surprisingly, the ducks are happier with him near them...