Something similar to that happens to me all the time.
Sometimes I get dream déja vu or slight variations on the same dream, but I also clearly remember one set of recurring dreams where I and two dream characters would go around exploring different parts of the same area (giant wooden platform with small buildings on it in the middle of black empty space, only accessible by roller coaster.) We'd always start off in the same spot, and discuss what happened last time I dreamed about that place and plan our expedition for this time and stuff...it was really fun, too.
"Well, we're not ready for giant wasps, so we should avoid the classroom in the middle this time...we've already seen most of this edge, so let's go a bit further in and try that building over there." (that building was a big haunted changeroom...not much better than the wasps.)
"Wait, the roller coaster isn't here this time. Oh well, we can go see a movie." (That time we left the area and the dream was completely different except for the same characters being there.)
"The roller coaster has "DK" written on it...careful, it might explode" (I had been playing way too much Donkey Kong Country before bed...no idea why the dream guy thought it was explosive, though.)
"You can wake up by yawning...see, if you yawn while you're dreaming, it makes your body yawn and that wakes you up." (A technique I've used for ages...at the time, I was convinced that the other people in the dream were other dreamers rather than part of the dream.)
...good times. Really, continuity is probably the best aspect of my dreams.