Yes indeed they can. I have one (Aragorn) in the corner of my room, and whenever I wake up in the middle of the night, I get scared out of my wits because I think there's a man in the corner of my room, watching me. What's more, it's right across from my bed, so it looks like he's leaning against the wall, in a rather Ranger-ish fashion, watching me sleep.
Seems a bit too stalker-ish for my taste.