The only reason why people keep their fantasies to themselves is because they fear that people will think of them as weird, crazy or something like that. Sexual fantasies may involve having sex in a public place or with a friend's partner or even violence and rape. Women may have 'fantasy sex' with several men at once, while men may show an inclination towards the extremes of virgins or prostitutes. Sometimes it's just our own small fetishes that we desire.
Sometimes a woman who 'dreams' about making love to another woman may fear she is a lesbian, while a man who 'dreams' about a prostitute may feel he is betraying his wife. The actual act did not occur so there is nothing to fear. This is actually just normal human traits. It can happen consciously or subconsciously. Can we control our minds from the neurons that feed these cravings or desires? Unless you're comatose and not know what's going on. Even in that state we can't tell if someone is fantasizing. People feel there's a link to this and real life dangers that they can pose to others because of their sexual behaviour and thoughts.
Some people convince themselves that they may act out such fantasies in real life or even that they are mentally ill. It is easy to understand why some people might feel guilt and concern about their fantasies. Nevertheless, having any particular fantasy is, by itself, generally not seen as an indication that a person has a psychological problem or personality disorder. We all got some sort of fantasy. It can be general like being super rich, being a celebrity or having a dream home. The main point is that even if those fantasies came true you'd still have sexual fantasies. It's something we all cannot escape from.
I'll bet that even holy men have them as well. We don't talk about this but we know that everyone is human. They may suppress them better than others but now and again they probably arise. There's no shame in this because it's part of our human essence. In fact if you're in a relationship, my advice is to talk to your partner. Get this topic out in the open. Make things start to fill those fantasies up. Find out what he wants and what she wants. This is probably going to fire up your sex life so much that you won't know left from right. Your love relationship is your special resource that aids your sexual relationship. I just ended another session of cyber sex with the same girl previously and again she masturbated and enjoyed herself. This fantasy between me and her is just beginning.
Now let's say your man makes a comment on a sexy outfit you both saw in a magazine. He's probably imagining the girl not the clothes but don't be offended. Take it as a opportunity to fill his desires. Find a way to get that outfit or like it and role play what he wants. If a women is checking out a guy dancing she may imagine herself as the seductive partner. Make your own teasing dance when you get home. Don't go blowing up and arguing about what she was looking at and why she's interested in the guy. That all doesn't make any sense and your role playing fantasies is short lived.
Even watching porn together, and I'm not suggesting anything illegal, will help both partners experiment with things that one may not have known about or was unwilling to do. Sometimes it may backfire as pain may be involved. Do what you're comfortable with. Illustrated books can also help. The Karma Sutra has been around a long time. There are things in there that you never even heard of, tried or did. Discussing the most erotic fantasies could also put you on the path to some juicy sex.
Anything to do with more than the two of you, for example threesomes or more, is entirely between the two of you. This I advise against if there isn't strong trust between both partners. Many a time one will accuse the other of doing things with someone else without them present. If you're into this sort of thing it is always best to be with the other present. If the bonds of trust are broken it's doomed. Listen here. If you're getting the permission to be with another person sexually in the presents of your partner why do you need to sneak of with someone alone? This is the life of swingers but I'll get into that another time
Having these secret fantasies come true will make you and your partner have a better sex life. Nothing gets stale and people tend to stay together in the relationship a long time. Why go anywhere else? If you can't do it all the time maybe you can work it out to a point that both of you can do it once a week or fortnightly. Maybe you can take turns to address your partners fantasy that way there's anticipation when it comes to your week. All said and done if there's to much going on like work, then just have normal passionate sex. Making love to the person you love in a passionate sexual manner far outweighs any fantasy that's in peoples minds.
Bar advice. Sometimes staying away from each other sexually for a short time can build to a more eager anticipation. Playfulness and build up to the event will be a fantasy all on it's own.