Daxx's Wife here. Smells are definitely connected to your memories!
DS8 bought me a cinnamon candle for Christmas from his school's Santa's Secret Workshop. When I opened it, I immediately said "It reminds me of Mickey's Philharmagic!" -- the scene w/Lumiere and the pie. DS said that is why he bought it -- it reminded him of the same thing and he knew it would remind me of that, too! I love, love, love that cinnamon smell and frequently take whiffs of the candle and it transports me right to Mickey's Philharmagic!
At the movie theatre, when I walk in and smell the popcorn, sometimes I close my eyes and pretend that I am walking through the gates of WDW and under the train ... b/c it always smells like popcorn there. Daxx thinks I'm crazy.
We used to have this mall restaurant that had water dripping down like rain from the top of it ... I can't remember the name as it's since closed ... kind of a jungly place (but not Rainforest Cafe) and the smell of that water reminded us of the Mirage in Las Vegas! Daxx and I would take a deep sniff and say "Vegas!" every time we were in the mall!
I don't think we need psychiatric help ... we're just proud Disney addicts! At least that's my excuse!