I've had several weird dreams (not including "scary" in weird). One I had recently was where I was travelling around with some girl named Nalia who looked like a Dark Seducer from Oblivion. She had this magical nose-ring that would appear whenever she made a circle with her hands, and it would do exactly what a good plot-device does (i.e. whatever is necessary to move the story along). After breaking into a house, we were joined by two other guys who I swear were ODSTs. Then the wooden floor collapsed and we wound up in a sewer full of zombies.
Somehow, I got my hands on powdered lithium (yes, I know that lithium is technically a metal, but a little thing showed up whenever I looked at the powder that said "lithium," so lithium it was), and discovered that throwing it onto zombies caused their heads to explode. We then proceeded fight our way out of the sewer using the lithium supply that kept on refilling.
It was at about this time that suddenly came to the realization that I was in the Matrix, so I found this really nice-looking cigarette lighter (no, I don't smoke) and used it. This, for no explainable reason, set off a tiny nuclear bomb hidden inside the lighter, which woke me up.
As it turned out, I was not in the Matrix, but rather had been inside one of the Tranquility Loungers from Fallout 3. I moved past all of the other pods and out of the Vault.
As I left Casey's Garage and stood blinking in the sunlight--I woke up to my mom shining a flashlight in my eyes. The power had gone out and we were going somewhere early that morning.
In retrospect, that was a pretty awesome dream.