It's the scariest thing when you wake up in a different place then when you fell asleep. Especially when you wake up in a place you've never seen before.
Once when I was little I woke up in some strange room. I was freaking out when one of my parents reminded me we were on vacation. They said that I walked in myself and fell on the bed like a rock, but I remembered nothing.
I think if you want something enough not even sleep can stop you from getting it; hence sleepwalking.
What I would be afraid of is if someone is sleepwlaking and handling sharp knives. They don't know you aren't there and POW! You are now knife-sticking-out-of-your-shoulder man. Atr least the blood curdling scream will wake them up... hopefully.
