One phenomenon that you will be confronted with when you have a dog, is something called separation anxiety. This means that when you leave your dog alone and go out, they engage in unhealthy behavior like biting on furniture, or pushing over garbage cans.
Image Credit: Bill in Ash Vegas
This is caused by the dog's not being mentally prepared to be left alone. One theory is that if the dog views itself as the alpha dog, then there is anxiety when the others leave because it is either worried for them, or because it's not acceptable for the followers to leave the leader. So the image that the dog has for itself is challenged.
Another view is that people make too much of a fuss when leaving the house like saying excessive good byes. The dog picks up on this negative emotion and feels that leaving the house is bad. The way to overcome this is to make leaving as normal an activity as possible so that the dog doesn't see anything great in it.
Another option that is suggested by dog trainers is to keep them busy while they're gone. Sprinkle some food in such a way that they will have to work to find it! Or get some toy that has a reward mechanism.