As you probably know, Rabbits are not very vocal. When they feel threatened, or perceive that danger may be near by, they may stand up on all four feet and Thump. Rabbit Thumping occurs when your Bunny take one or both back feet and almost looks like they are hopping, but stay in the same place. Sort of like a rapid foot tap with just their hind legs.
Many times, they will do this with their ears standing up straight (depending on breed) but he or she might continue to have a focused or concerned look until the perceived threat is gone. I have read where it is felt that your bunny is also warning you and other humans about the possible danger to, so make sure you thank her with a big hug and treat afterwards!
Just to be safe, don't disregard this heroic action by your Pet Bunny! Take the time to make sure that the threat is not real! It could be another pet in your home, an animal outside, or something else - just make sure your Pet Rabbit is safe (you too!)
So next time someone asks you "Why Do Rabbits Thump?", you will be able to tell them what a hero your little Pet Bunny really is!