My experience on the postdoc market this year suggests that, contrary to the answer above, shortlist notifications are in fact pretty common. I received several official notifications in the last 10 days or so, informing me that I was on the shortlist for postdocs at major universities. My advisor was not involved at all. In a few of these cases, offers came shortly after I indicated I was still interested. So I think the phenomenon is real, and my guess would be that it is largely done so that the universities can gauge the applicant's interest. My semi-educated guess would be that only people towards the top of the shortlist are notified, and that the phrase "you are on our shortlist" is a euphemism for "an offer may well be coming soon".
You should absolutely not panic though! For one thing, I think many people are sitting on several offers and mulling their options (e.g. I was for a week until I accepted an offer recently). Many of these will be released again soon when the applicants with offers make their decision. Secondly, I think that the NSF postdocs will be finalized on Friday (the 22nd), and I gather that many universities are waiting until this date to release offers. Further, even if you hear nothing next week, do not worry. A friend of mine heard absolutely nothing until Feb when he was a postdoc a few years ago. He ended up getting (and accepting) an offer at a top 10 school.
This is all just my anecdotal experience, so take it with a grain of salt.