For me:

I was working in a warehouse and we lost power. My first instinct was to crouch into sneak mode and go wandering through the stacks to see what I could pocket. (I DID NOT DO THIS....I liked my job, and it would have been illegal.)

I hear the game music, even when I'm not playing.

:D

When I do something stupid in my life, I consider loading my last saved game.

http://www.gamesas.com/bgsforums/index.php?showtopic=983443