I keep records of dreams and the sort, and a lot of things I've put down has happened later on in exact - or close to exact - detail. Also a few times I've just had a flash of something about to happen a few minutes later. Not only stuff that happens to me, but to other people as well.
I think the weirdest thing was dreaming about a PSB concert in 1993 that was to occur here in 1999, and dreaming the very songs they'd play, and not recognising some of them so when the actual announcement came that they'd be playing here that year, I went and was shocked to actually hear the very things I'd heard so long before.
OoooooOOOOh.! Spooky. 
I don't know what it all is. Maybe after the first instance of thinking the act about to happen, we set ourselves up for the path that would enable it to happen. Though that doesn't explain the dream above. :P Techically they hadn't written some of those songs yet.