I'm a subway sleeper. I think it's something about the rumbling that gets me, but a subway ride has always been my time to close my eyes and recharge. I find them to be very calming.
I've only missed my stop twice, both times in high school (a time in my life where I was utterly sleep deprived). But I did have a couple of funny experiences. One time, on the way to school I feel asleep standing up, holding onto a railing with both hands. Usually when you fall asleep you're still conscious and can hear the stops, but this was an all out dreaming sleep, standing up, on a moving subway. Suddenly, I dreamt that I had been smacked hard across the face by someone, and I woke up instantly. In my slumber it seems, my head had fallen forward and I had smacked my face into the poll, extremely hard. Everyone was looking, so I closed my eyes again and pretended to sleep.
The next time was on my way home from basketball practice one evening, again absolutely exhausted, but this time luckily sitting. I would often get the nods when sitting, up and down, up and down. But this time I feel asleep and the next thing I knew I was waking up with my head bent to the right on some old ladies shoulder. She wasn't moving and it was extremely comfortable. I looked up at her and said 'Oh wow I'm really sorry,' but then she replied, 'don't worry about it, you looked tired and comfortable, so I thought I'd let you sleep.'