I've experienced this effect with jigsaw puzzles, Tetris, and the pedestrian paths in RC Tycoon.

For me, in college, it was Age of Empires. We'd have late-night LAN sessions with roommates and friends and when I eventually crashed into bed, my brain would continue strategizing for battles, determine necessary resources to mine, etc.

I once saw and felt myself biking when closing my eyes after riding a bicycle the whole day, so this isn't limited to computer games

I've had this experience with all of the Conceptis logic puzzle games