yes. in most of my dreams i begin to alter about midway through... though... you have to be really careful, because if you bend the dream too much, you'll wake up.
generally, in the dream something will be happening that i don't want to happen. then i semi-realize/remember that if i concentrate on a different possibility, that possibility will occur instead.
i learned this some time ago, that whatever you think could happen in your dream is exactly what happens. so if you're running away from something, and thinking what might happen if you're caught, or if you'll be caught, etc... then you WILL be caught.
in this way, you can pretty much ben the dream however you wish... but remember that too much alteration on the fabric of the reality of your dream will result in you waking up, so try to keep the possibilities you dwell on within the realm of the dream.
By the way, has anyone ever had a dream so sad it's made you cry? Just wondering.
not personal dreams. sometimes i will have "outside" dreams that do not involve me at all, but rather involve completely unrelated subjects and characters. these are generally pretty tragic

... but then again, i've never really cried for one. i think it's the very subtle, personal dreams that make you cry. when i was a kid, i had a very short dream where i slipped into the trunk of a red sports car while my mom and i were at the grocery store and got accidentally kidnapped. this dream terrified me for a couple years until i got to elementary school. another dream semi recently caused me to cry... it was extremely subtle... and also at the time, i was pretty depressed (not anymore), which added to it.