What type animals could be in the yard that scares my dog and 5 month old puppy?

Both of my dogs started acting funny in the back yard. First the 3 yr old by walking out like she was scared she would step in something. Then my 5 month old puppy was out playing during the day and she started barking. She has barked at the neighbors before but this barking continued. I went to let her in and she came in with her tail between her legs, scared of something. She wouldn't go back out until I went with her and then she only stayed right by my legs.