Well here is an interesting research article. Taking a brief nap after learning can help consolidate learning when sound cues are introduced while sleeping. Northwestern researchers conducted a study in which subjects were shown objects on a computer screen in a specific location. Those images were associated with a sound (e.g., an image of a cat and the sound of a cat meowing). Subjects were then instructed to take a nap. While sleeping the sounds of some of those images were played. Subjects were more likely to remember the positions of images if they had heard the sound in their sleep. Additionally, the subjects reporting having not heard anything while napping.
The researchers concluded that consolidation of learning occurs during sleep and can be influenced by auditory stimulation.
Apparently the learning has to happen before the sleeping part. This is evidenced by my inability to remember anything from morning classes in high school. Then again, it could just be because that was a long time ago.