It has happened to us. We never finish in our sleep though, we wake up some time around the fingering/hand job and wake up to sleepily finish. It usually happens for us if we've been horny but have been too busy/tired to do anything about it and then go to sleep naked. Our bodies just take over and handle it themselves basically!
I've told one of my friends about it and she doesn't believe it. She thinks that my husband is waking up and starting it and just saying that he's sleeping, but I know my husband better than that. If he's horny but I'm sleeping he'll either handle it himself or wait. He wouldn't consciously start something with me.
Out of all the times that it's happened there has only been once that I have rejected his advances. I think it was like an hour after I had fallen asleep and he was touching me and I woke up but was wayyyy too tired and just wanted to sleep. I said "nooooo" and rolled away from him. He ended up just continuing to sleep and had no recollection of it in the morning.