Yup, I had the same for Jedi Knight, Counter-Strike, Left4Dead. With Left4Dead I had it particularly bad, when I would walk to school in the morning - still half asleep from playing until late the night before, I would "hallucinate" the sounds of the game.

Even though I stopped gaming somewhere during university, I still have dreams about those games every now and then.

OT: Just like other's in this thread, I have dreamed about code as well, with a similar frustration to wake up knowing the beautiful solution was all imaginary :-)