One of my friends once woke up from a (non lucid) dream, I can't remember what he said it was about but it had a heavy cat theme. When he sat up there was a cat sitting on his bed, then it ran out of his room and vanished as soon as it was out of sight. He lives in a small flat and there's no way anything that big could get in and out through closed doors and windows, and besides that's just not cat behaviour. They get in, they get stuck, they make kitty eyes, try to score some milk and treats then loose interest a demand to be let out. It looked completely real though. Apparently things can escape from dreams. I wonder if any one else has any stories about escapees...