I've had a couple like that, but they didn't necessarily follow the normal plot/scenario of the game.
For example, I was once in a (non-lucid) Counter-Strike like dream. I can remember shooting a few bullets at the remaining Terrorist with a SMG, but then deciding to arrest him, so I said 'You are under arrest for incitement of racial hatred' to which he replied 'Nooooooo, you know how to spell incitement!!'

Weird.