This happened to me last year. I was lying in bed one night trying to fall asleep, when all of a sudden, I felt like I was rising in the air and I could actually see myself (by "see myself" I mean that I was me) rising in the air and I saw the sky and the clouds around me. All of a sudden, I started falling. As I passed through the clouds, I felt sort of strange. Once there were no more clouds, I slowed down. Only, I wasn't "on Earth" anymore. I was in a place with a red sky and dark land masses that formed a big group of Islands. The Islands were not separated by water, but by lava with fire shooting out of it. In the middle of this hellish river, there was one Island, that was higher then the rest, almost like a cliff. On the cliff, there was a jet-black castle with fire coming out of the windows, the chimenies and the door. There were also shadows flying over it. Then, I opened my eyes and I was in my bed.
Right now, you may be thinking "It must have been a dream", but for those of you who have read The Giver, it explains the same sensation that I felt. In the book, the first time Jonas receives a memory, he says that part of him felt like he was still lying on the bed, but part of him, a more conscience part, felt the memory. My experience felt the same way. I could feel myself lying in bed, but the greater part of my conscience was with me, in the air and in the "Underworld Realm" as I like to call it. I could also see with my eyes closed. It's hard to explain, but it was like, my eyes were opened, while they were closed.
Believe me or not, that's your choice.
P.S. Recently, There would be an image passing clearly in my head followed by a strange gut-feeling. If anyone could give me their thoughts about this as well as my OBE, it would be greatly appreciated.