Weirdest thing I've ever slept in: My full winter work outfit. Heavy winter coat, fleece-lined hoodie, long-sleeved shirt, thermals, long jeans, two pairs of socks, gloves, and hat.
I used to work on a trail-building crew, and I had to camp out 7 nights straight every week. Winters would often get unbearably cold, even though I had a -10F-rated sleeping bag. So I'd just kick off my boots and slide into my sleeping bag fully dressed.
Weirdest thing I've ever slept through: I almost slept through a housefire a few years ago. It had gotten nearly halfway through the house before the dogs woke me up scratching on the door.