Mercutio:
That's a very interesting story. I suspect on some level fetching behavoir is instinctive to cats. I play a similar game with one of my cats, named Tiger, where I throw a small acorn and the cat chases it. Occasionally, she even drops the acorn near me when she wants to play. The funny thing is that I never even tried to teach her about fetching. The whole acorn thing started when my mom made a decoration with acorns hung on the wall, and eventually the acorns starting disappearing. It didn't take us long to figure out who was responsible. Even stranger is that the acorns that the cat likes must be a certain size, or she shows no interest in them, and she only chases things that sound similar to an acorn.
This same cat does things similar to your boy cat around bedtime, too, and all three always know when it's dinner time. I suspect cats are a great deal more intelligent than they let on. Certain cats are more amenable to training than others, although my view on this is that dogs are smart enough to be trained to do tricks while cats are smart enough to know they don't have to.
One thing that amazes me about cats is their survival ability. When my mom was feeding the strays outside, word got around quickly, and eventually more showed up. Our dryer vent became a favorite cat spot in the winter months, too, since it is only about 18 inches off the ground and blows downwards.