that happened to me once, I had an Autowatch with the ultrasonic sensors so any movement within the car would set it off.
there was this night when i was at a friend's place, alarm went off, went out to check it out...nothing.
2-3 mins later alarm went off again...went out to check again...nothing!
Decided to sit in my car for awhile and see what's going on, turns out there was a bloody moth trapped inside that was setting the sensors off!