Maeve's immersive flashback is likely what's happening with Dolores, just on a more elaborate level. As Ford explained when he wiped Bernard's memory: "Best not to dwell on these troubling memories, otherwise you might be drawn back into them. You might lose yourself in them, as some of your fellow hosts have, every now and then."
The scene that immediately followed this line showed Dolores and William discovering her old home. Through Dolores's eyes, we witnessed a series of flashbacks that took Dolores back to the early days of the park, where she ran into Lawrence's daughter, killed civilians, and put a gun to her head. William pulled the gun away before Dolores could fire, but it was clear she was doing the same thing Maeve had done with New Clem and her knife.
"Where are we?" Dolores asks, visibly shaken. And then, in a moment that probably had everybody at home yell "SERIOUSLY?!" at their TV screens, she added, "When are we? Is this now? Am I goin' mad? Are you real? I can't tell anymore. It's like I'm trapped in a dream or a memory from a life long ago." How literal are these lines meant to be interpreted? Is Dolores referring only to the flashback William saved her from, or is she referring to the entire William subplot?
Dolores' scenes didn't quite provide the concrete confirmation fans might have wanted, as far as William, the Man in Black, and multiple timeframes are concerned. (Kurt Vonnegut would be pissed, you guys.) But this episode did seem to say that memories are a lot like gateway drugs for the hosts: if Dolores, or Maeve, or any of their cohort latches onto one, they risk falling into a wormhole, one completely unmoored from reality and time, one with the power to illude both them and you.