Separation Anxiety

I have dealt with this before and found that in addition to exercise and training you may need to recondition the dog.
The dog has to get used to you coming and going and it takes time and patience to do it. If you dog is an extreme case they may always have some issues but you can recondition them.
I once had a 5 month pup I was fostering that I was reconditiong and it was working.
I used a crate to make sure she would not hurt herself or damage anything. It was hard but I did suceed in getting her to relaxe more and more when I left.

Separation anxiety seems to be a common issue. It takes time and patience until your dog get used to your schedule. Buy him dog toys and try to make a more comfortable environment for him.

Exercise is key.
Walk or run the dog(s) before leaving in the morning, act like nothing important is happening as you're getting ready, put on your coat and shoes and grab your keys and go watch tv or sit and relax for 10-15 minutes then just get up and leave the house. When you come back ignore them until they calm down. Go through the mail, make a sandwich, totally ignoring them. Then take them for another run or walk.

you can also leave the tv or radio on when your gone out for noise, also if you put them in a crate make sure they have plenty of toys to keep them busy,you can put a ticking alarm clock under a pillow in the crate so it sounds like mommys heart beat.

^nice suggestions Nibbler, i think you're really a pro in dog care.

Thank you for the feedback everyone! I know I'm a bit of a softie so the second I hear the whines or see those eyes when we are about to leave on a trip or everyone is going out of the house, I can't help but feel bad.

I think conditioning pets and spending that time to act comfortable yourself is really important (something I struggle with like I said I'm a big softie) but it sounds like a mix of exercise and keeping the pets mind off of us being away is a great trick!

Dogs are not kids though. They would do better if they were tired from large amounts of exercise than by foregoing that totally and putting on a radio. Do both. I know it's hard to ignore him when you're leaving or coming back but dogs are so in tune to our emotions that once he senses your nervous or anxious then he goes the same way but worse.
Run the dog and see if it improves his anxiety. This is something you should tackle now, once the anxiety sets in it could be a permanent thing (as what happened with my dog)