My life has had so many twists and turns I think many things have happened to me that would be a fantasy before I had thought to fantasise about them. They have happened before I really had knowledge of them if you understand, ie first time I had a 3sum (never imagined I would have one) first time I had a gangbang (seriously never thought I would do that) first time I was dominant with someone or submissive, first time I had sex in a swinging club wearing a blindfold. Seriously all very sexy experiences, but none planned or expected, they just happened.
They are now my memories, many of which I have and would love to reproduce, but is that still a fantasy?
By the way I am totally monogomous in relationships and it is only because I happen to have been single for so long that I have been in these situations. I guess it gets harder and harder to fantasise about settling down when your life is such a whirlwind being single.