Yep, both of my kids do things like this. I've always wondered if it's something we're all born with, but lose it as we get older (the same way that we lose our ability to pronounce japanese words, for example, as we learn english). My daughter is constantly bringing up things that I'm thinking about, but that she (I thought) knew nothing about. As an example, we were looking at home videos from the year she was born, and her Granny (who died when DD was under a year old) came on the screen. We've never talked about Granny, or shown her pictures, because we've always thought she was too young to explain death to. But she saw the video, said "Oh, it's Granny. Granny is happy now, not sick, in good place!" I was a tad creeped out.
My baby sister did the same thing. My step-mother lost her twin brother the day before she went into labour (the news of the death probably caused the onset of labour, actually). So obviously, my half-siblings never got a chance to meet their uncle. On the anniversary of his death, when my sister was about 1.5 or 2, she stood up in her crib, looked at my step-mom and said "Uncle Gary died." It wasn't something that had been discussed around her at all, so it creeped my step-mother out a bit.