Mysterious Flies

Flies keep appearing in my apartment, and I have no idea how they're getting in. I haven't opened any windows lately, since it's gotten to be rather fall-ish out. But every time I come home, there's at least one fly buzzing around the (closed) windows, trying to find a way out. One day there were three of them. And then, they disappear. Are they dying? Going out the way they came in? Is there a tiny fly hole in the wall? Or have I simply, finally, completely lost my mind, and my insanity is manifesting itself in the form of imaginary flies?