Rodney Graham's Halcion Sleep (1994)
Here's a link to an article about his filmic works.
Also Sophie Calle has done a bunch of work about sleeping and dreams. Here's an image of Sleepers (1979)
In Sleepers Calle asked people to sleep in her bed and then describe the experience to her. She documented them through their testimonials and, as you can see here, their photos in her bed.
Here's Room With A View (2003)
Here's a link to some writing about her work.
