I've experienced a weird 'out of bounds' type thing a few times, but it was a couple years ago. I had dreams where I was by the train track, waiting to hijack the passing train... The train was almost always empty with no conductor or passengers. I rode the train for a while until I hit a weird train station/junction. The trip didn't take too long, but when I'd go a little past the junction, I'd end up in a desert with nothing but dunes, some cacti, and the huge train I was on was merely a tiny 'toy' train. I don't remember quite what I did to get back into town and out of the desert. It reminded me of the movie 'Beetle Juice' when the couple walked out of the house and landed in this weird desert. But my dream desert wasn't at all odd... Just a synapse of nothing.

As far as walking through walls, that is a VERY useful technique especially when hiding from someone or something. I had one really freaky occurrence when I was hiding inside the walls from this person/thing that was raiding the house looking for clues of my where abouts. I thought I was safe in the walls and undetectable. The person was wearing a mask (couldn't see the face) and was looking through drawers right by the wall that I was stuck in and all of a sudden when I least expected it, it reached it's hand into the wall and pulled me out. I was scared $hitless and woke up.