Geeesh, Heaven, I've had the same experiences. I thought it was just me. I'd be lying on the bed and would feel the distinct presence of my previous cat. Then I would feel something jump on the bed and I'd turn around half expecting to see him. I also awakened in the middle of the night with a pressure against my legs, and yet I knew there was nothing there. But I'm happy to hear that others have had the experience.
I like moggys a lot and I had a weird experience I've never been able to shake off. I got up one night to look for the cat and he wasn't at the front door, so I checked the back door. I saw Moggy out on the deck and I opened the door and called him. He came running over and I opened the door and he slipped in. I closed the door and began talking to him, but when I turned around he wasn't there. He normally comes with me over to the steps, then waits while I give him a rubdown. During the rubdown, he rubs his head against the wooden posts overlooking the downstairs. Then we go upstairs where I feed him.
But he wasn't at the bottom of the stairs, so I began calling him, but he was nowhere. That's when I began remembering that commercial about the lady who accidentally lets in the racoon. When I couldn't locate the cat, I went back upstairs and closed the bedroom door and went to bed. The next day I searched the entire house with a flashlight and a .22LR pistol. I wasn't intending to shoot anything, but I wanted to have some sort of security. (My sister had been bit by a racoon once and had to undergo rabies shots when it turned out to be rabid.)
Well, couldn't find the cat or racoon, but Moggy came in the next morning as usual. I can't imagine what, if anything, I could have let in, but I had just buried my parents' moggy and I wondered if it might have been him. But it was about as real an experience I've ever had. I wasn't sleepy, the memory wasn't muted or indistinct in any way; I was sure I let in a cat...a tiger striped cat. So go figure.