I do sometimes. It's not really a good idea because your brain doesn't really turn off, and the messages coming through the set have a more profound impact on you while you're in a subconscious state. Not a good idea especially depending on what's on late at night.
I will on occassion turn the set a foreign language program and go to sleep with that on. What's really cool though is when you're in the twilight zone half awake and half asleep, you're aware of your state, ...and can also understand every single word being spoken on the TV... even though it is in Polish
I've done that before! Waaay cool. Unfortunately, as the balance shifts, and more of my conscious mind imposes itself on my subconscious mind, I understand less and less. Then when I'm completely awake, ...I don't understand a word of Polish
A few weeks ago, I fell asleep with the set on, and a movie started playing about the USA launching a global thermo nuclear war against Iraq, that spread worldwide. While this stuff was happening on TV, I was experiencing it in my mind... the whole nine yards. When I woke up, ...and realized it was just a movie, ...I was very, very, happy.
I made sure to turn off the set after that. I like having it on, because I've removed all clocks from my bedroom, so it's the only way I know what time it is when I wake up. I don't like having to get out of a nice warm bed to go into the bathroom to discover the time.