In Harry Potter and the Order of the Phoenix, Dolores Umbridge, chapter 13, Detention with Dolores, Harry's scar hurts when Umbridge touches him. However, the canon does not establish any direct connection between Voldemort and Umbridge. Are there any canonical explanations of what happened?
It was just a coincidence.
Voldemort is planning the escape of his key lieutenants from Azkhaban and is alternately happy and frustrated. Those strong emotions make Harry's scar tingle. He also feels a similar pain when getting changed after Quidditch in Chapter 18.
‘What happened?’ said Ron, the moment Alicia had disappeared through the door. ‘Was it your scar?’ Harry nodded. ‘But …’ looking scared, Ron strode across to the window and stared out into the rain, ‘he – he can’t be near us now, can he?’ ‘No,’ Harry muttered, sinking on to a bench and rubbing his forehead. ‘He’s probably miles away. It hurt because … he’s … angry.’
A confused tangle of shapes, a howling rush of voices … ‘He wants something done, and it’s not happening fast enough,’ he said. Again, he felt surprised to hear the words coming out of his mouth, and yet was quite certain they were true.
‘Is this what it was about last time?’ said Ron in a hushed voice. ‘When your scar hurt in Umbridge’s office? You-Know-Who was angry?’
Harry shook his head.
‘What is it, then?’
Harry was thinking himself back. He had been looking into Umbridge’s face … his scar had hurt … and he had had that odd feeling in his stomach … a strange, leaping feeling … a happy feeling … but of course, he had not recognised it for what it was, as he had been feeling so miserable himself …
‘Last time, it was because he was pleased,’ he said. ‘Really pleased. He thought … something good was going to happen. And the night before we came back to Hogwarts …’ he thought back
Ron later identifies (in chapter 25) what kept making Voldemort so frustrated/happy;
"The Ministry of Magic announced late last night that there has been a mass breakout from Azkaban. Speaking to reporters in his private office, Cornelius Fudge, Minister for Magic, confirmed that ten high-security prisoners escaped in the early hours of yesterday evening and that he has already informed the Muggle Prime Minister of the dangerous nature of these individuals.
‘There you are, Harry,’ said Ron, looking awestruck. ‘That’s why he was happy last night.’"
I thought it was because, unbeknownst to us at the time, she is wearing Voldemort's Horcrux, i.e. Slytherin's locket...