I have had that happen a few times! And even stranger.. I'd sometimes wake up and know that I just remembered something, in that dream, from another dream. But I can't remember it now that I'm awake again. Does that make sense?
I usually try to find out what it is that I remembered and then forgot again, but I never can, untill I again wake up one day and realize I just remembered it again and forgot it again..

But the dream series are nice, they're usually pleasant ones for me and can turn into an epic and very long story.