Can anyone help me identify some science/speculative fiction plot I remember from the 1980s? I'm pretty sure it was a short story I read in a book, though it's possible that I have gotten it confused with a television episode. Or maybe it was both—that is, maybe it was a short story that later got adapted into an episode of The Twilight Zone (either the original series or the 1985 revival) or some other show.
The plot concerns a man who, to all appearances, is leading a very fulfilled and successful life. However, he is periodically disturbed by a man in a shabby uniform who shows up at odd moments, shuffling through the room with a baton and mumbling commands to others. The protagonist never manages to directly confront the strange man, who always seems to crop up in the background of parties and other events and then quickly disappear.
It is later revealed that the protagonist is not a successful man, but rather a patron of a sort of "dream theatre" where customers pay to dream their own specific fantasies for a few hours. The shabby man with the baton is an usher who walks through the aisles of the theatre, rousing patrons whose time is up. When the protagonist wakes up, he still believes that he is the successful man of his dreams, and has to be forcibly ejected from the theatre.