Recently, Farmville animals have gone quite social and have been observed roaming around to meet their friends.
I think that they are feeling deprived because of lack of Social Networking sites like Facebook on the farm. Per force they have to move around to meet new friends. One of my kittens has even hidden some where. I am still looking for her.
If you have lined up your animals to utilize maximum space on the farm, then you must click on the animals individually and hit "STAY" as soon as possible; lest you are following them around the farm to align them once again like my poor soul!!!