I put Tasha in her kennel and give her a cookie before setting the alarm. When she hears the alarm beep counting down, she knows I’ll be gone a while. I still tell her bye and to “Be a good puzzie.”
If I don’t tell her to “Go night night” when I go to bed, she’ll whine and cry. If I forget, I’ll whisper it from the top of the stairs and she’ll quiet right down and go to sleep.
My dog is my security system, sort of a four legged Barney Fife. So it’s essential that I let him know when I’m leaving and when I will return. At least he hasn’t made me sign in and out yet, although he does search me for contraband sometimes.
When my wife leaves in the morning she gives the dog a choice: Stay inside all day or outside. There is no question that he understands that choice.
I don’t. They know anyway.
I crate my dogs when I leave, and ‘the crated dog is invisible.’ The only interaction between me and my dogs once the crate door is closed and latched is when I (or another family member) opens the crate again.
That still doesn’t prevent them from knowing when I’m about to go - They know the routine, and crate themselves up before I depart, without instruction.
Whenever I leave for more than an hour or so I recite the doggie affirmation: No widdling no pooping no barfing in the house. No break-ins no break-outs no eating other people’s food. No trash explosions. Stay off the counters. Stay here no matter what happens; obey the emergency responders.
When I take them with me, the rules are 1. Stay with me, 2. Do what I say, and 3. Don’t be weird.
Neither really helps all that much.
Yes, always. I tell Angel to guard the house, take care of grandma and the kids, and that I’ll see her later. I’m the only one that leaves the house for an extended period of time, and I hate leaving that sweet face in the mornings. But somebody’s gotta make the money to pay for the dog food. 
I talk to my cat as though he were a petulant teenager and I was his gruff but loveable benefactor. So, you’ll routinely hear me saying as I leave for work, “Alright Mort, I’m outta here. … And, hey, why don’t you clean up the friggin kitchen while I’m gone ferchrissakes.”
He never has, the little shit.
To our 13 year old Poodle Bosworth, “Be good, Guard the castle and no poodle parties” So far it has seemed to work.
My bird knows; he’ll start screaming as soon as I gather my stuff together. I always take a minute to say goodbye and he’ll calm down and start calling “Bye” in a mournful tone as I walk out the door.
Well, of course, I say goodbye to Buddy. If the girls are home, I tell him to take care of the girls. Then I tell them to take care of Buddy. I figure I have all my bases covered then. If the girls aren’t home, then I tell him to protect the house.
if they’re in range i’ll pick up both superkitties before i leave out the garage door to the car and snorgle them goodbye. then i tell them to be good, that i’ll be back after 5 because i’m off to earn enough to keep them in iaams reduced-hairball cat food, and to stay the hell out of trouble.
turk listens. maggie yawns.
My cat doesn’t give a shit when I leave, so I hardly say anything. However, she is like a meowing puppy upon my return, waiting for me at the door and constant meowing.
Usually I just say, “Go to bed!” because everyone (dogs, anyway) go the the garage or kennel when I leave the house.
If the cats are around I’ll say bye to them. In fact, I even say goodbye to the deaf cat, and if I’m not thinking, I’ll say it really loud and actually wave at him when I do.
I tell my dog how long I’ll be, and sometimes I tell him to clean up or take a bath while I’m gone. He never does that, though. Also, as I close the door, I say “Mommy loves you.”
Okay, is that lame? I noticed my friend does it too, but I don’t know anyone else who does. Neither of us has kids.