I actually ran one of the Twilight Nightmares modules in the middle of my Twilight game once. It was with the zombies and things that go "bump in the night". Can't remember the exact name of the little module. I ran it right after the group collected the Black Madonna. I intended it, and ran it, as a dream. When the last PC died, they all woke up, back in the farmhouse they had holed up in. Needless to say, they vacated that farmhouse right away.
The players thought it was interesting after it was all said and done and I explained it away as a dream. They weren't real happy when they "died" during the dream, but once they realized it was part of the a dream, a module from the Twilight Nightmares, and linked so closely with the Black Madonna, they said it made sense. They, of course, didn't ever want me to run another module from Twilight Nightmares again, though.
