It's happened to me in a few games. Most recently being Oblivion and TF2. On occasion when I'm walking around I'll decide to go into my inventory and check how close I am to levelling up. I never fail to be completely amazed to find that I am not, in fact, wandering about Tamriel. And as for TF2, whenever I hear some random sound it gets replaced by the sound a sentry makes when it sees you. Do you have any idea how embarrassing it is to flinch and dive behind a shopping cart every time a phone starts ringing every time you go to the srore?