Dog is wimpering and falls people around- what is going on?

West Highland Terrier. He was around the house today and was acting perfectly normal. About 30 minutes ago he started wimpering and crying extremely loudly. He would then escort you into the living room, and howl some more. He appears to be restless and anxious. Does anyone know what might cause this? It's not thundering and lightning out- and that is generally when he does this kind of thing. He also keeps wanting to walk inside and outside of the house. The only thing he's eaten in the last little while is his food- and part of a cooked egg white.