I do that in dreams. Most of mine are "epic," for lack of a better term. They're so vivid and so real, so full of detail. I often have minor ones, where an element or two will follow me through the day, but the big ones are a few times a month and I seldom forget them. I usually dream of buildings, of one form or another, and they're often filled with many people. It's pretty rare for me to recognize anyone I actually know. Most of the places are likewise foreign to me, I've never seen them before. I commonly climb stairs or have dreams filled with water, as far as the eye can see. And, it's common for me to have nightmares or bizarre dreams that are as vivid. It's beautiful at times, scary at others.