[Deadpan]

This was my first real attempt at GMing, and to date, still the best one I ever did thanks to a lot of fantastically coincidental "time" traveling shenanigans.
It was a Post-Apocalyptic, Post Great Fall, Edwardian Gaslamp Noir.
It was centered around a Train that hauled corpses from plague ridden cities to a central Necropolis via a specialized subway built underground several hundred years before the plot. This train was for the most part automated because no one of npc status was stupid enough to get on a train with a bunch of diseased corpses being sent off to containment no-body-knows-where.

Each character started off the campaign waking up from a dream, white cascading emptiness in all directions with only a few weird items to interact with, until they decided to do something that I felt was jarring enough to wake them. They each awoke on one such Necropolis Metro, with passenger seats replaced with Glassed over Coffin Cells, four to a room.

The first player awoke 'after' the other 3 joined, but not before they actually played the game, and he notices that there were brassplates with names etched in each coffin behind unbreakable glass. He discovered a fault in one of the windows and managed to break through it. He read his own name. The other coffins were still closed and he wasn't brave enough to open them, but this campaign is long dead so to save time, it was the names of the other 3 players.

Each player wakes up on the train in private sessions before I actually invite them all to the same session all at once. They were inspectors that solved crimes, and did general police work for the city they lived in and they already knew each other and worked with each other. At any opportunity they would shift between worlds, they would pass out, be just about to die, or do something that broke the "dream" and would wake up in the other world. They would even find moments where after they drank something or were injured in a fight, or even took an elevator at some point, that they'd shift back and fourth between the two worlds. It was done so elegantly at some points they weren't aware at the time they'd have made that shift.

It finally got to the point where it was fluid enough that they couldn't tell which world was real, when they finally found the actual train they were on.
They were knocked out.
They woke up on the train, like this was their first time here. Nothing they had done to the train was fixed. The aforementioned first player immediately went to read his tag. and discovers his name tag, the coffin unopened this time around.

He opens it.

Terriying GM Statement: "You find yourself laying in the coffin peacefully."