Another story related to me was almost the same scenario except the guy wound up kicking the end of the bed to pieces yelling "They're coming for me" - those were his last words.
There's something out there.
I definitely believe it, too! My Mom worked as a nurse and told us stories about dying patients that talked about their long-passed spouse coming for them. One older lady that was dying swore that her dead husband came, talked to her and promised he would be back for her in the evening. The woman was very excited since it had been years since she saw him. Needless to say, she passed that evening and Mom always felt comforted that the two were together again.