You dream that you've woken up, but you are in fact still dreaming.

Can 'wake up' in your bed, on the side of the road, in hell, on Jupiter, at the bottom of the ocean, wherever, as long as you think that you've actually woken up and are in RL. RCing the moment you wake can help you catch these. Especially look for things like unusual furniture arrangements, missing items, time-of-day not matching up, what your clock says, things of the sort.

Also, you can sometimes end up in chains of false awakening- you 'wake up', then you 'wake up' again, then you 'wake up' again, and then you finally stop the dreaming and wake up for real in your physical, real bed. Or, did you?