It's happened to me a number of times--last night I dreamed I was in my old Music Theory class, and the WHOLE second movement of Beethoven's 9th was going through my head, because the instructor was playing it 'in class' in the dream. I hadn't heard that one in maybe a year, but it's one of my most favorites of his. There was another instance I remember where I had a Chopin piece going through my head, and another instance where I think I had something completely new going through my head (tried to write it down, but I'm no good at composing). There were a few others, too, I'm sure. Anything like this happen to you?