I don't know whether I have ever experienced the kind of thing you're talking about when I was listening to music, but recently I've had the feeling of "going into an internal trance" when performing "The Death of Queen Jane," and I feel it when I sing "Sheath and Knife," even though I haven't even finished learning the song, because the story and tune move me so much. Whenever I pour myself into the world of "Queen Jane," I practically transport myself to the scene, and when the song is finished, it takes a few seconds to move up from the 16th to the 20th century. There's a real change of consciousness and I feel very vulnerable to loud noises, etc. during those few moments. On a practical level I assumed it was a matter or moving into a right-brained mode, or maybe into some of the sleep-like brain rhythms (theta? delta? beta? ... I can't remember...) that characterize certain meditation states. Now that I've learned to let myself go that much to one or two songs, maybe I'll have the experience you're describing when I'm in other music situations one of these days. Neat thread.