i get this quite commonly, and keep a diary of what i experience too. the first example that comes to mind is when i was asleep on a night train in italy, going from milan to naples, there was 6 of us packed in a compartment, myself, a friend and this family of russians. it was very uncomfortable, not only for being crowded, but the air conditioning was slowly injecting flu into my body, and the ride was quite bumpy and noisy.
i dreamt that i was in an alleyway with a group of people, and could hear death coming towards me, not that i know what death sounds like, but if it had a sound, this would be it. actually come to think about it, think of the monster form Lost, only more haunting.
i knew i was dreaming, and was begging to wake up, i cried out the the other people in my dream to wake me up, but they either ran off or stood and staired. one of the ones that ran off went around the corner and i heard them getting torn to pieces, so i yelled some more, and then "death" came around the corner to me, it was invisible but i could hear and feel its presence, and just as it engulfed me, i woke up, and my reflex rection was to kick my friend in the face, she somehow stayed asleep despite my foot now being covered in saliva :S
another example is when i dreamt fish came falling onto my bed, i woke up and could still see it happening, so as soon as i could move i ran to the computer (which i left on all night) and came to the #darkbasic IRC channel asking wtf to do about these falling fish, then i crouched by the door, watching them still falling.
Quote: "Sometimes when I'm sleeping, I'd be dreaming of walking on the curb then falling oof. I wake up due to that jerking movement and I usually end up banging my head on the wall in the process."
my recurring one is mounting a bike, i go to push on the pedal to get moving, and obviously as the pedal isnt there, my foot kicks the end of the bed and i wake up