The closest I've come to this before is when I used to have this series of dreams where I would wake up and feel like someone was choking me. I would have my eyes open, useless in the pitch dark room that I would wake up in, and for some reason, I would be unable to move. So, frozen and fighting for breath and my life, I would struggle on for a few minutes of what felt like an eternity, unable to call for help or even utter a peep. Then, as suddenly as it had started, I would feel the grip around my neck relax, and my body would go limp with relief, as I settled back into bed. I thought the waking-up-with-someone-choking-you dream was extreme because it meant that the things in your head had to be that messed up for you to put all of your conscious and subcounscious thinking together to arrive at dreaming of being murdered by asphyxiation. Sounds even more strange when I say it like that.
This particular dream got to me, or started me thinking seriously about the link between dreams and reality, particularly because I seem to have had similar experiences in both states almost simultaneously. For example, towards the end of the dream, I found myself trying to answer my phone because I heard it ringing, but when I picked it up in my dream, I heard it continue to ring. That's when I woke up and saw that it was an alarm on my phone that had gone off. But that was strange. In fact, this was the last of the lot of unfathomable cross-connections between dream and reality. Before this, there was opening my eyes halfway through dream sequences and seeing things that resembled objects in my dream, answering questions out loud to people I could have sworn I caught glimpses of whenever I opened my eyes, and having trouble with horizontal-vertical reference points to the extent that a casual half-opening of my eyes seemed to be the same as walking upright in my dream, when I was really laying on my stomach. If that last part didn't make sense, what I was trying to say was that there was a seamless quality to walking around in my dream and opening my eyes now and again to see my world sideways, and I didn't even realize that I was doing this until the alarm went off.