Yes, I have. Well, I wouldn't exactly say I was lucid, but I was far more aware than I usually am in a non-lucid. So, kind of lucid?
I was in a bus that careened off an unfinished bridge. I spent every last minute of that dream after dying wondering why it had to be me. I thought of all the things that I'd never see or accomplish. I've never felt such a deep, agonizing regret in my life (dream or waking).
I know it was just a dream, but it really made me glad to be alive. It put a lot of things into perspective for me.