Got a lot, mostly involving roleplaying.
But my most specific, and hard-to-do-right fantasy is probably to be at a ca. 1775 ball at a castle, where everybody is dressed up all fancy in the right clothing, big dresses, wigs and all that junk, and get seduced by a musician or opera singer and be fucked by him in a dark corridor. Of course we have to be super subtle and hide it, because I'm also married to the King.
Which.. yeah, that sounds so stupid when I type it out, and I know it'll never happen.
Still, the heart wants what it wants.