They definitely sleep. I actually walked up to a Speckled Kingsnake one day a number of years ago. that was asleep. My intent was to catch it and take some pictures. I was amazed that I could get to within three feet of the snake without it moving. I then thought it may be dead. I waved my hand in front of it's eyes, about 3 inches away, and nothing. Let me tell you, once I grabbed it, a completely different snake was in front of me. It calmed down a bit after I had it for a few minutes.

As others have stated, I have had this same situation occur with some of my Ball Pythons. I think the no eyelids works great, because you can't tell if they are sleeping or not, which may help to protect a sleeping snake in the wild.