I sometimes remember my dreams, especially if something completely strange and unprecedented occurs. I also can do lucid dreaming, but I usually have to remember that I can do that before I can really control things. I can't really have things the way I want, but I can alter myself and manage to fly or otherwise be invulnerable.
One of my most memorable dreams is how I was attempting to jump my motorcycle from the inside of one cargo plane to another. I almost made it (I was practically inside) but I went a bit too far and started falling towards the ground. But I didn't wake up. Instead, I began soaring down and saw an old pickup truck on the ground, so I drifted my body to its location. Then I crashed into the bed of the truck and destroyed a good portion of it, and then got out of the truck and started walking away, feeling kinda like a bunch of christmas ornaments taped together in a box that had been thrown down the stairs.
Then I thought "Weird... I had just...", and when I tried to remember what happened, I relived the crash all over again.