Guan Yu appears in Liu Bei's dreams to inform him of his death

But evil tidings were on the way. Liu Bei was ill at ease and felt a creepiness of the skin that boded evil. He was restless by day and sleepless by night. One night he rose from his couch and was reading by the light of a candle when drowsiness overcame him, and he fell asleep over the low table by his side. He dreamed. A cold gust of wind swept through the chamber, almost putting out the candle flame. When it brightened again he glanced up and saw a figure standing near the light.
"Who are you, who thus come by night to my chamber?" asked he.
The figure made no reply, and Liu Bei got up to go over and see who it was. Then the figure took the shape of his brother. But it avoided him, retreating as he advanced.
Liu Bei said, "Brother, there is nothing wrong, I hope. But surely something of great importance brings you here thus in the dead of the night. And why do you avoid me, your brother, who loves you as himself?"
Then the figure wept and said, "Brother, send your armies to avenge me."
As Guan Yu said that, a chilly blast went through the room, and the figure disappeared. Just then Liu Bei awoke and knew that he had dreamed (Romance of the Three Kingdoms, Ch 77).