This meta-analysis of 26 reports published between 1978 and 2010 tests an unusual hypothesis: for stimuli of two or more types that are presented in an order designed to be unpredictable and that produce different post-stimulus physiological activity, the direction of pre-stimulus physiological activity reflects the direction of post-stimulus physiological activity, resulting in an unexplained anticipatory effect. The reports we examined used one of two paradigms: (1) randomly ordered presentations of arousing vs. neutral stimuli, or (2) guessing tasks with feedback (correct vs. incorrect). Dependent variables included: electrodermal activity, heart rate, blood volume, pupil dilation, electroencephalographic activity, and blood oxygenation level-dependent (BOLD) activity. To avoid including data hand-picked from multiple different analyses, no post hoc experiments were considered. The results reveal a significant overall effect with a small effect size [fixed effect: overall ES = 0.21, 95% CI = 0.15–0.27, z = 6.9, p < 2.7 × 10−12; random effects: overall (weighted) ES = 0.21, 95% CI = 0.13–0.29, z = 5.3, p < 5.7 × 10−8]. Higher-quality experiments produced a quantitatively larger effect size and a greater level of significance than lower-quality studies. The number of contrary unpublished reports that would be necessary to reduce the level of significance to chance (p > 0.05) was conservatively calculated to be 87 reports. We explore alternative explanations and examine the potential linkage between this unexplained anticipatory activity and other results demonstrating meaningful pre-stimulus activity preceding behaviorally relevant events. We conclude that to further examine this currently unexplained anticipatory activity, multiple replications arising from different laboratories using the same methods are necessary. The cause of this anticipatory activity, which undoubtedly lies within the realm of natural physical processes (as opposed to supernatural or paranormal ones), remains to be determined.