One time, I heard my phone ringing. I woke up, grabbed my phone, but nothing, except immediately it rang with someone calling. I think maybe there's some subtle thing with the phone reacts to getting a call before explicitly ringing. I checked the call log, that was the first call. Maybe just coincidence.
Another time, I was out skiing, and then I heard my alarm. But I'm out skiing. So I must be dreaming. But I like skiing, so—alarm ringing and everything—I continue having fun in the dream. After probably half and hour in-dream (I'm aware that dream time or perceived time doesn't always coincide with real time), I figure I've had my fun, so I wake up. It's dark. The clock reads 2am. No alarm was set or went off.