I have those pretty often, usually shortly after falling asleep.  They are usually small things like tripping or slipping in a dream and as I try to regain my balance, I wake up sharply, only to make my girlfriend look at me weird.  I haven't had a good falling dream in a while.
Does anyone have reoccurring dreams? When I was a kid I often had one about wolves coming to get me.
What about a lucid dream?  Those are crazy.