Most of the systems for recognition of activities aim to identify a set of normal human activities. Data is either recorded by computer vision or sensor based networks. These systems may not work properly if an unusual event or abnormal activity occurs, especially ones that have not been encountered in the past. By definition, unusual events are mostly rare and unexpected, and therefore very little or no data may be available for training. In this paper, we focus on the challenging problem of detecting unusual temporal events in a sensor network and present three Hidden Markov Models (HMM) based approaches to tackle this problem. The first approach models each normal activity separately as an HMM and the second approach models all the normal activities together as one common HMM. If the likelihood is lower than a threshold, an unusual event is identified. The third approach models all normal activities together in one HMM and approximates an HMM for the the unusual events. All the methods train HMM models on data of the usual events and do not require training data from the unusual events. We perform our experiments on a Locomotion Analysis dataset that contains gyroscope, force sensor, and accelerometer readings. To test the performance of our approaches, we generate five types of unusual events that represent random activity, extremely unusual events, unusual events similar to specific normal activities, no or little motion and normal activity followed by no or little motion. Our experiments suggest that for a moderately sized time frame window, these approaches can identify all the five types of unusual events with high confidence.