Absolutely. I have had these dreams more with stimulants than depressants for some reason. When I smoked meth or crack, I had dreams all the time about the drug, and trying to smoke it and no matter what I absolutely could not… I would be in random houses and bathrooms, dark hallways… alleys looking for it, then just when I was about to find it it was gone, or not right or wouldn't fit into the pipe when I got it... or or or…
I could be wrong but I think it was my brain crying out desperately for the drug. I was so used to it in waking state that when asleep and not using, my brain wasn't getting it, so was craving and looking for it in my dreams. But being that dreams are not physical it's nearly impossible to do. I couldn't ever get high in my dreams even if I tried 1000's of times, and I did.