J.Z.
My son did this from the time he was able to walk until around 4 1/2. He is 5 now and much better. He still likes to know where I am at, but as long as I tell him where I am going, he usually is fine. It is frustrating, but I can actually remember being this way when I was little. I actually use to cry when my parents went up to communion at church and I couldn't see them:-) I do think it is important to talk to them about it and let them express why they are afraid. My son said that he was afraid Monsters were going to get him if I left the room. My husband use to take him all over the house and scare the monsters away from all the closets and under the beds. Not sure if that helped, but it was sure fun for the both of them!! Anyway, I think it is just fear and just keep talking about it. It will get better, I promise.