I hear music in my dreams a lot, often weird-sounding remixes of game music. Sometimes it's relevant to the plot of the dream, for instance, I had a dream that I got banned from WoW for something I didn't do, it was someone with the same IP as me, and when the game told me I was banned, music kept playing that I hadn't heard before in the game and didn't really fit the style. I think it was actually the Game Over tune from Rings of Power.
I don't fall asleep to music as a rule, but sometimes when I am exhausted and music happens to be playing when I take a nap, it gets into my dreams. Recently I freaked myself out by falling asleep when I was ill, and some EVE Online music was playing. This creepy-looking Undead worm thing was whistling the music in the dream. The eeriest thing is, it was just someone's pet, it was clearly evil and kept trying to bite me but everyone else was like 'what? stop harrassing the pets!'