This is a fun thread.
I think this stuff must be genetic. My maternal grandfather reportedly was found, sound asleep, standing on his bed, holding the ceiling up and shouting for everyone to get out (ie, the house was falling in). My dad has said he's had conversations with my mom while she's asleep, but I don't remember any fun examples.
When my sisters and I all still lived at home, there were a few instances I remember. Once, my parents and I were coming home and my one sister had fallen asleep on the couch. When we came in, we startled her, and she turned and yelled (huge eyes), "Who's that in the dark?" which was a strange phrasing she normally wouldn't have used. Another time, my other sister was sleeping in one morning, and her boyfriend called. I took the phone to her room and handed it to her. Later she told me, "I had the weirdest dream. I dreamed the phone rang, and you handed it to me, and I was talking to someone..." I wonder what sorts of things she said to her boyfriend!
In my own case, when I was a toddler still sleeping in a crib, apparently I used to climb out of it all the time and go to sleep underneath it. I don't know for sure whether I was asleep when I did, but it wouldn't surprise me. I've been told I murmur in my sleep, and a college roommate once came in late and told me the next day I sat up and stared at her with those glassy eyes everyone here's been describing, and just kept staring at me no matter how much she assured me it was just her, etc.
I've also had a tendency toward hypnagogic (sp?) experiences (and one sister told me she did too), "night hag" experiences, sleeping with my eyes open (especially when I'm really tired), and both insomnia and deep sleeping.