I believe it. I had one firsthand experience with it too. When I was about 15 my dad and I were outside with our dog, Shadow. It was a beautiful sunny, calm summer day. All of a sudden Shadow started barking like crazy and pretty much going nuts. (Mind you, she wasn't a "barker." She only barked if there was a reason)
Anyway, not two minutes later, this enormous gust of wind came through, so strong that it picked up our garbage cans and patio furniture and blew them straight over the house into the backyard.
I have no idea what kind of natural occurence that was, but Shadow definitley knew it was coming. Maybe she heard it in the distance or maybe it was a sixth sense.