The Capturing God wrote...
Dreams can actually cause physical harm to your body, the reason you always wake up before you die in a dream is because, if you die in a dream, you die in reality as well. In my opinion, dreams are extremely dangerous.
Little bit to much fiction-ingestion, me-thinks ^_^;
Although its true (but exeptionaly rare) that dreaming can cause physical harm to the body, death is usally caused by other means outsider the control of whom ever is dreaming.
As for me, I can deffinitly say "Yes", I can recall over 1000+ instances where i've been injured inside a dream and I can feel it as it was real, like, I could have been strangled and I "FEEL" the stranglulation, and the build-up of blood.
Lucid Dreaming/Dream Control can also cuase this, since most poeple don't want to feel pain, they simply wake-up before it can happen and easly forget about it. Lucid Dreaming, without control over it can be worse, as you can still feel pain, but do not have the power to wake up.