Where did this type of scene originate from that is in film and T.V. now?

You know when someone is getting nagged or scolded or is getting embarassed etc. They start daydreaming and that scene turns into the person beating up or screaming at the person that was annoying them, you think it’s real (as in part of the actual story) but then it switches back to them in the original scene.

That is hilarious to me and was wondering who the first person was to do that and if you think those scenes are funny too? What’s a particular scene you like?