As mentioned, culturally, this belief is kept alive. In the Chinese culture,as shown in this video, are sure to pay attention to their dreams. Also, from experience, the Mexican culture relies heavily on listening to the messages portrayed in dreams. For instance, my grandmother used to tell us that we would be "saved" from these dreams. As most cultures, mine is linked to religion from within the culture. As a Catholic, many lessons were based on Jesus' dreams. With not believing this myth entirely, I still hold true to my religious beliefs.
Another culture that holds dreams in high esteem is the Indian culture. A website devoted to Indian culture lists under beliefs and superstitions the interpretation of dreams. It is interesting to see how many different cultures share this belief!
However, short of being the son of God, there is no way to show that our dreams directly coincide with our own lives. This myth is too broad, but is still lively due in part to culture.