There are certain situations in which I play certain lines over in my head as a response. Does that count? I was waiting for an elevator a while back that was taking a long time to come to the floor I was on. And I thought in my head, "If I had a grappling hook, I could go 'whoosh' up there, then 'whoosh' up there. You don't need a physics degree to grasp the concept. But the fact that HAVE one is just insult to injury!"
Also, when playing Half-Life yesterday and I got to the point where you're in the elevator behind the boxes of explosives, I did think "I have to blow everything up! It's the only way to prove I'm not crazy!" But I don't think that counts.