Sai Baba was known for caring about his ardent followers. He knew when his sincere devotees would remember him and need his help. Here is a small known incident, where Sai Baba knew what his one of the devotees wished.
Once upon a time, a person Shri Chandorkar, was transferred from one place to a new place.
On his way, he decided to meet Sai Baba and seek his blessings. At Shirdi, everyone was obviously unaware that one of Sai Baba's devotee was on his way to meet Sai Baba. But Sai Baba knew this. Sai Baba was with his few devotees when Shri Chandorkar was a few miles away. Sai Baba told Kaashiram and other devotees that he was keen to go to some other place, and wanted them to sing a song (bhajan). The song meaning, "Let me go to Pandharpur, since my Lord lives there", was sung by all.
After a little while, the doors suddenly opened, and very soon Shri Chandorkar arrived. On arrival, Shri Chandorkar, layed down and took the blessings of Sai Baba. He requested Sai Baba to accompany him to Pandharpur. Kashiram and other devotees told Shri Chandorkar that Sai Baba had already expressed his wish to go to Pandharpur with Shri Chandorkar. On hearing this, Shri Chandorkar was heart-felt that his feelings were already known to Sai Baba. Then Sai Baba accompanied him and he enjoyed the blessings of Sai Baba.