I had a dream just now that was an example of that.
My parent's house had some sort of candy shop or something. It was in their house. Some vampires were going to assault it. I showed up and fended some of them off, having known it would happen. I guess I'm a vampire hunter. My parents left the scene somehow. Maybe they were never in it, and it's just that they own the house.
Vampires, being sort of like a mafia society, knew their small assault had failed and so sent a more heavy assault. At this point my vampire hunting mentor showed up and we fought a few of them off. I think I was using an axe and had chopped the head off of one or two. One had leapt over my head into the candy room. He ended up lying on a bed and I was hacking at his chest while he was laughing at me, because I didn't seem to know where his heart was. I psychicly probed him and hacked his heart, which caused him to explode in a fountain of blood. As more and more were coming we decided to get the hell out of there.
We were driving down the road when we saw a couple of people who might have either known something or been relatives of people that we knew. Plus some vampires might have been chasing us in a different car. We stopped somewhere while we were not near any vampires and laid under cover of the side of the road, which was either a swamp or in some manner heavily vegetated. The vampires couldn't find us, and so went back to their home base.
Somewhere in here there was a small side scene. A child, 10 years old or so, in some sort of ancient Arabian tent or mud house is given an amulet by his parents. The amulet holds the power of pure evil, and the child turns into a vampire immediately slaughtering his family. The child is presumably the main vampire that we're hunting.
For some reason we knew that a certain psychologist would know the location of the main vampire. We go and visit him, at which point there's a cut to a scene a couple hours before this. The main vampire is hypnotizing the psychologist to plant a subliminal suggestion in my head. Back to present, we talk to the guy and get our information, but he also plants some sort of bad idea in my head.
The vampire's main base is this old stone castle, but not a boring square castle, more like a gothic cathedral. It was owned by an ancient family who are buried in the crypts, but these days it's more like an insane asylum or some sort of correctional facility. We investigate for a while and eventually we purposely lock ourselves into a cell. We fall into a meditative slumber. Yes, in my dream I end up dreaming.
In my dream I'm a young woman. I don't know why, but that's how it went. There's some party and I know that the vampire will be inside my dream trying to kill me. My mentor has also transported himself into the dream. We're searching around, checking the people at the party. Eventually we find the vampire and surprise him. A friend that I haven't seen in a long time is also in the dream, and the three of us are holding the vampire down and spraying holy water on him while chanting prayers and making signs of the cross on his skin. The vampire ends up fleeing somehow and I thank my distant friend for helping out.
Still in the dream, I step outside of the place where the party was going on, which is in the castle, I guess, and there's a deep black pit. The psychic suggestion that had been planted in my head earlier tells me to jump down this pit. Through some manner of willpower I manage to fight the urge and destroy the bad idea.
Around this time the phone rings in reality and so I wake up. Seeing as how I sort of knew what was going to happen in the dream, I can sort of fill in what happens. I wake up from the trance dream and we find the pit in the castle. We descend into it somehow and it's the crypt of the ancient family that owns the castle. Naturally, they are the vampires that we've been hunting. For some reason I want to say some werewolves show up too. Maybe they're the real family, and the vampires were their protectors. This part is sketchy in my head. There's some big battle and some sort of outcome, which I assume is a good one for myself, but the hows and the whys elude me at this point.
I guess it's like anime - the story is usually good and then there isn't really an ending, since the manga of the story is still ongoing.