This was something I saw on TV a long time ago, I'm pretty sure it would have been in the 1970s. I came in partway through so I don't know the whole plot, and I don't know if it was a movie or an episode of a TV series. The protagonist had recurring dreams in which he seemed to be leading a separate life, completely different to his real life. Strange things started happening in real life, stuff leaking out of his dream life, increasingly supernatural events happening. I think I remember a house vanishing into thin air at one point. In the end it turned out
nothing supernatural was going on - he'd just been mistaken all along about which world was reality and which was the dream.
This unanswered question might be the same movie, it's hard to be sure.