This phenomenon should have a high rate of anecdotal evidence induced by confirmation bias: You are in a group, a crowd, and suddenly the thought that you're being watched crosses your mind; you look around and, sure enough, that one person is staring at you, quickly averting their eyes like they're being caught in the act. The explanation being, of course, that that other person's attention got caught by your movement, and they don't want to 'be that guy' who stares at other people, so they quickly look elsewhere.
