I sometimes get this dream. I'm sure other people do too. It's a common dream theme, and deserves a dreams where you can't move all to itself.
The one that I remember the bast was one in which my school was being burgled. I could see the burglar (who was wearing tradional black mask and carrying a swag bag). I wanted to run. I can't remember whether I wanted to run towards him and stop him, or run away to escape.
In my dream, I couldn't move.
I clearly remeber the frustrating feeling of being stuck. It wasn't a glued-to-the-floor feeling, but a muscles-and-even gravity-don't-work feeling.
I have a friend who claims she woke up from a similar dream one morning, but was still half asleep. She was terrified because even after she woke up, she still couldn't move. (I've since read that this is called Sleep Paralysis). She described it thus: her muscles hadn't woken up yet, but her brain (and eyes) had. Understandably, she didn't think she could fall asleep and wake up again more naturally later. She had to lie still until her body decided it wanted to move. Weird huh? | 
