Twilight tends to have these in the dreams, once she's able to get her hoofing.
For the one in her own dream, when she's told to face down her fears to get out. Screw face down ('by which the princess meant ignore '). She took them in. Luna ends up horrified, somehow, despite being ripped apart by Twilight at that point.
Twilight dealing with Celestia's own Nightmare.
Luna as well, when getting into Twilight's mind. And getting past Twilight's own illusions.
Fluttershy gets one when she approaches a violently twitching and out of control" Dreaming" Luna, who has transformed herself into Nightmare Moon to break into Celestia's mind and previously ordered the Mane six to cave in the mountain around her if she lost control, and HUGS her back to normal.