The Twilight Zone - Season 1 Episode 56 Shadow Play

A condemned man, Adam Grant, insists that everything and everyone around him is a dream: one that he can't wake up from. He claims that every time he is executed, he fails to wake up and must relive the whole thing again. His attorney is originally skeptical, but Grant knows all of the "lines" and can predict things that will happen miles away. His attorney tries to get a stay of execution, but is just too late: Grant is "executed" and wakes up at his trial once more. The players have changed roles, but otherwise everything is the same as he must relive the same events over...and over...and over.