No joke, I'm kind of a believer in this philosophy. When I was about 7-8, I had a dream about a kid passing away on a ride at Kings Dominion in Virginia. 1 week later, a teenager died on the ride I dreamt about. The "Shockwave" for those local to the area.
Didn't think much of it then, but shortly after I had a dream about a river, knife and hispanic girl. Hard to explain the context of the dream.
Come to find out there was a murder at the river I dreamt about, with a knife, and a hispanic girl, that was killed by a guy involved with a hispanic gang local to this area...a week after that dream.
Those were the only two weird instances, but I get these little premonitions all the time in my dreams. I wish they would stop.