Public service announcement:
Altfish here is referring to the pantomime convention of shouting "he's behind you!" at pantomime performances in which one character - often the "dame" - is looking for someone or something, when that exact someone or something wanders on stage behind them, prompting the audience to shout said phrase.
However, I would not recommend shouting "he's behind you!" in a variety of other circumstances, such as in the street at a random stranger. They are likely to panic and start running.
Tone may also be important. While shouting "he's behind you!" in a theatrical, slow and jovial manner may catch other people up on the joke in public spaces, whispering it to a schizophrenic may not induce the same reaction. The same is true if you randomly dial somebody's number and say it in a low and menacing manner over the phone.
This has been a public service announcement for the benefit of the people of the UK.