Like others have said, a reality check certainly can fail because our brains are so used to recreating out waking lives. You must reprogram your expectations so that reality checks are more likely to work in your dreams. I recently had a dream which a character changed instantly into a different person. This caused nearly instant lucidity because obviously that is not possible in the waking life. I reality checked and it took four tries with significant pressure to get my finger to pass through my hand! Luckily I was already convinced it was a dream or I would have dismissed the reality check on the first try.