I have frequently woken up in the throes of an orgasm. I have also woken up in the morning, knowing that I had dreams where I had an orgasm and felt the wettness dripping out of me. Yummy!
Never actually had an orgasm but I've had some vivid sexual dreams and have woken up in the middle of the night with my cock leaking precum. If only I could stay asleep...
I've had many, but not for a while... Most of them end with me waking up, cum leaking from my cock into my now soaked shorts and having to very discretely sneak off to the bathroom and clean myself up without waking my wife..
Most of them seem to involve strangely kinky bi situations. The dream tends to involve my cock rubbing against something and when my dream self cums, I ejaculate in my sleep and wake up close to the end of my climax... feels amazing in both dream and real life.
If I have orgasmed in my sleep, I've slept through them. I have, however, woken up right on the edge and then had to finish myself off. An ex-bf occasionally would tease my clit while I slept, and that resulted in my getting very aroused and having wild sex dreams until I woke up.