Ever had a dream you can't remember? Even though you woke up in a state suitable for the type of dream it was? In an interesting article, they explain why this happens, although to be honest with lines like

For we know the dream, of course, only by recalling it after waking; but we very often believe that we remember it incompletely, that during the night there was more of it than we remember.

ironically it is hard to stay awake.