Oh I have! I have these long, vivid, epic dreams sometimes, and I swear they will continue the next night for a while. They even have an ending like a movie. I don't always know I am dreaming, but sometimes, even if I do, I try to not control the dream, I like to just see what my brain comes up with on it's own.
I had a dream about an expedition I was on to Egypt, with some other people, and we were going to get to search the pyramids and sphynx. The first night I dreamed about it, it was all about how we were getting there, and passport issues and stuff, and then we got there and we couldnt find a place to stay, and no one wanted us to be snooping around the pyramids.
THe next time I dreamed about it, we were inside catacombs under the pyramid, and there were all these Indiana Jones-esqu puzzles and traps. There was even a romance building in the dream between me and one of the other explorers, just someone I made up in my head lol.
The ending of it was when we had found this room that had all these artifacts that showed that the Egyptians had just wanted their dead to rest in peace, and how they had tried so hard to keep the dead hidden and safe. They believed that the body was the resting place for the soul, and when the soul was done flying around or whatever, it came back to the body to rest. That is why they had mummified them, to keep them habitable. In my dream, we decided to respect their wishes, and we left, and put the traps back and stuff, so no one could get back to them. We reported that we had found nothing but empty rooms and stuff.
It was long, it was emotional, and this little summary that I wrote doesn't even come close to telling all the details and stuff. But I love my dreams, and I really should write them down and sell them to movie producers.