Natasha will thump occasionally when she senses danger of some sort - usually something I can't see or hear.
More often than not, it's in the middle of the night, and I'll hear her run into the bedroom at top speed, then stop next to my bed (or under the bed) and thump really loud. If I don't respond, she'll thump again until I'll tell her "nothing to worry about, everything's OK". Then she settles right down and goes to sleep. Just wanted Dad's reassurance, I guess.
Of course, sometimes she thumps when she's frustrated, too - like when I tease her. Then she'll turn her back and thump, then look around to make sure I got the point. Really, there's no response possible other than to laugh, which she doesn't appreciate...