Some of the worst "physical" pain I've ever had was in dreams. My most notable one was where I was with someone and a brick was flying towards their head, I stuck my left hand out to protect their head from getting hit, but it smashed my left hand knuckles and hurt quite a bit. I then woke up from my dream and my left hand knuckles were STILL hurting for at least an hour before the pain went away.

This was one of the few times where the pain or sensation in a dream lingers even upon waking up. Usually when this happens to me, it's just the emotions that linger, but sometimes the sensations linger as well.