It sounds really weird. At least, i never meet people who can sleep with eyes open. But i head that army used to have to open their eyes when they sleep. Still there are some people that sleep with half open eyes. But most of them are not truly sleep, or they are not sleep deeply. Maybe, people can do this through a large amount of practice.
Yes, actually there are a lot of people in the world who can sleep with their eyes open. This is usually caused by facial nerves and droopy eyelids. In fact, this situation is also very similar to so called sleep walking. This happens mostly when you are out of conciousness. I once had such a friend who sleep like this and which really scared me a lot at that time. Do not take it as a kind of eye disease and also do not be freaking out when you see this. To be honest, this is quite normal.