My Pickles suffers from what I see as stress related hair loss.
He had a very rough start in life, and also spent about 3 months in a shelter before we got him. When we got him he had a large number of bald spots. The vet assured me that there was no physical reason.
Anytime Pickles is under stress, like when he has to go to the vet, or if there is any kind of changes, you can guarentee that there will be at least one bald patch out of it. I've never seen how the fur falls out- is it just falling out or is Pickles pulling it out?
I've also heard of this happening to people- I think it is called stress related alopecia, so it does make sense that this happens to people.