I had this weird recursive dream today. Since I only slept ~4 hours, I decided to take a nap around noon. In the dream I would "wake up", notice something wrong/inconsistent, figure out that I must still be dreaming, "wake up" from that, and so on. At one point during the loop, I realized that since I was in a dream, I should be able to control it. And I did! I made everything disappear, and started running really fast. It only lasted about 10 seconds, but that's the only "lucid dreaming" I've ever experienced.
The loop reasserted itself after that, and eventually I woke up after what felt like an entire night of recursive dreams. The clock said I had been asleep for about 5 minutes.