Yes on all counts. When I fantasize, I tend to write, historically for myself, but more recently for this board. I've written up explorations on a lot of this stuff.
For gang bangs, I've thought about what might happen if a girl found herself locked away in some roach-shit motel and gangs just came in from time to time to pick up where the last one left off. It became a meme, in this little throwaway story I wrote once, that out of tradition one gang would pay the $15 or whatever at the start of each day and toss some food down her throat. In the story universe, it became known as a chain-rape, and women caught in them could vanish for weeks or months until someone forgot to pay. I should re-write that one.
I've done a fair bit of exploration of the idea that a drug could be used to give male rapists considerable super-human stamina. This drug had three main properties that were very bad for the girl. 1. It kept them hard and awake for hours, in excess of twelve to eighteen, or sometimes twenty-four, with no medical risk to themselves. 2. It super-stimulated production of semen (though not necessarily sperm, what came out was mostly thick saline, but just because it made my limited understanding of biology easier to find plausible) to the point where cumming produced volumes more comparable to pissing, so the poor girl is going to get drenched. 3. An unfortunate side effect is it makes men absolutely crazed. They become vicious and creative sex maniacs, and even men with no desire for rape or rough sex might end of ravaging women just because of the high. Spiking guy's food or drink becomes a plausible act just for any sadist who wants to live vicariously (though I never really explored the spiking aspect). The drug is so notorious that no prostitute with any sense will even look at a guy if she sees that he has the stuff. In some alternatives, the crazed aspect is suppressed, and a more socially conscious drug exists side-by-side with the nasty one. I should write a public one on this subject too.
I've explored a little alien/tentacle stuff, but until recently I've had little interest in it. As an added twist, I've decided that if the woman is swallowed whole and the tentacles are inside the creatures stomach, with secretions that keep them alive but dulled, all the better.
So, yes. I have.