When I installed a few cameras in my house a few years ago, I came to the sad realization what my dog does when we leave. Within a few minutes of both of us leaving, she sits at the door and whines for a few minutes, then goes to the window (we have big bay windows in our dining room overlooking our driveway) and sits there with her head on the sill all day until we come home, with just a few breaks to whine at the door for us. It was the saddest things to see. I started leaving the TV and radio on for her and it made a world of difference.
Now I work at home most of the time and my wife doesn't have to work so it isn't bad, but I would probably sign up for this or DogTV if we started having to be gone all day again.