Have him talk in his sleep (or in a delirum). This is used, often, to let other characters in on the secret. His talk is often remarkably clear, lucid, exact, and detailed. True, the significance often has to be pieced together, but it can be done.
Yuki suffers a Bad Dream about his mother. He is worried because he hasn't had it in a while.
Rin also suffers a Bad Dream about her parents when she's ill.
At one point, Tohru has a bad dream about the day her mother left and was hit by a car and killed. The dream itself wasn't bad (just her mother bidding Tohru goodbye as she left for work), but Tohru watches while knowing what will happen and wakes up as she tries to warn her mother not to leave.
Haruhi Suzumiya empowers total strangers to come in and mop up her bad dreams, then has a good dream with her SO.
Hellsing : Alucard, of all people, has bad dreams of when Abraham Van Helsing defeats him, and later has hallucinations containing homages to various films. He's properly freaked out about this. This is exaggerated in the fifth OVA.
In Count Cain, the titular Cain suffers near-constant nightmares due to his father's abuse and generally miserable childhood. Peculiarly, his own bad deeds, including several poisonings, don't seem to bother him at all.
Chrono is shown having nightmares both after Rizelle is killed (implying guilt for Chrono and also hinting at his [at the time] unrevealed backstory) and in a flashback (hinting that he possibly has something like PTSD after a battle while leaving the demon's home world).
Rosette also has a bad dream after a traumatic battle that's half-flashback and half-symbolic, which sets up the uncharacteristic despair she's in for the rest of the chapter.
In the anime, Rosette has a bad dream about Joshua to foreshadow the reveal about her backstory.
Pokémon: The Rise of Darkrai features a Pokémon specifically capable of giving any sleeping person Bad Dreams, and is physically incapable of doing otherwise. When the main character, Ash, is put to sleep, he's given a vision of Palkia's appearance in the city. Of course, he doesn't realise what's going on until it's too late.
Additionally, due to Palkia's Space Warping powers being out-of-control at this point, any Pokémon put to sleep will have their nightmares in full view for everyone to see. Most of the Pokémon dream of being chased by "something frightening" - Lickylicky on the other hand dreams that it has transformed into Baron Alberto (not strictly the villain, more of a Jerkass) and thus the actual Baron ends up turning into Lickylicky. He even takes advantage of this in an attempt to battle Darkrai and begins using attacks. He loses. When Palkia wakes up and regains some control of its powers, the images of nightmares fade away and the Pokémon all inexplicably wake up at the same time.
In Full Metal Panic!, Sousuke is eventually shown to have nightmares concerning Kaname, along with his dead mother (who died protecting him, and told him to "fight" and "never give up"). These nightmare sequences are pretty much the only mention or thoughts he gives of his mother (as he isn't a very sentimental person), and without them, it would be made rather ambiguous whether or not Sousuke even remembered his mother (since she died when he was 3-4 years old, and he was even shown going mute and repressing memories of her when he was young, and only got better with Kalinin's help).
Happens early on in Fullmetal Alchemist, with Ed waking up from a dream of his mother with her flesh falling off her body.
Maria in Sakura Wars has Flashback Nightmares about her time as a soldier in Russia and particularly about the death of her commanding officer (who was either her mentor [anime] or her love interest [manga]... the original game is unclear on this point), for which she feels responsible.
In ...Virgin Love, Kaoru has a lot of trouble catching sleep because he always dreams of his abusive childhood.
In the first chapter of Sangatsu no Lion, Rei suffers through bad dreams while sleeping over at the Kawamoto residence after bottling up all of his negative emotions regarding his victory over his father in shogi earlier in the day. While bringing him bedsheets to sleep with, Hina notices Rei crying in his sleep as she takes off his glasses, causing her concern..
Heather Hudson has a dream sequence after the death of her husband in Alpha Flight: in the graveyard, one by one, the team members leave her. Then her dead husband's rotting corpse rises out of the grave and chases her.
Batman in various media and usually focusing on reliving the night of his parents' murder, with story appropriate variations.
Magneto suffers these from his experiences in the Holocaust and his daughter's death afterwards.
At the end of Watchmen, Ozymandias seems perfectly content that he did the right thing, but seems to show a hint of doubt when he mentions his dream of "swimming towards a terrible...never mind", drawing a parallel between his story and the mariner of the comic-within-a-comic, in which a man commits horrible atrocities in order to save his home from attack from a dreaded ship of the damned. However, the attack never happens, and he eventually joins the ship, having ironically lost his soul through his attempts to save his village.
Yorick, the protagonist of Y: The Last Man, gets these frequently. At one point one of his companions comments that they'd hate to live in his mind.
A variant of this trope appears in The Punisher MAX. Frank's worst dream is actually a happy dream of an alternate future in which his family didn't go to the park and he is a grandfather who is having dinner with his wife, children, children-in-law, and grandchildren. The reason that Frank considers this a bad dream is because it painfully reminds him that his family is dead when he wakes up.
In "Swamped" a vegetative Swamp Thing had a confused, pun-sprinkled nightmare about Linda Holland and his humanity.
In The Killing Dream arc of X-23's solo series, Laura has recurring nightmares of being chased or hunted, which lead to a Battle in the Center of the Mind against a demon attempting to recruit her into his service.
In Human Curiosity, England has a bad dream about discovering that Portugal was "killed". He also had some weird dreams that he found unpleasant, which later turned out to be his repressed memories.
Agumon has been having these for some time before Transcendence: Digital Curse even starts. Apart from being sleepy during some meetings they don't bother him too much until he dreams of himself in a superpowered form that attacks his friends. He doesn't appear to suffer from them anymore after his visit to The Tree of New Beginnings.
In Cadence In A Minor, both Shining Armor and Princess Cadence have recurring nightmares about the ordeals they went through when a changeling queen replaced Cadence before their wedding.
In the first episode, the Doctor admits to Sherlock Holmes that he can't remember the last time he slept, mumbling that "the screams usually keep him awake." This is later implied to be his memories of the Time War.
Midway through the first season, Sherlock undergoes an And I Must Scream experience. He comes back from it physically whole but thoroughly shaken, with sleepless nights ahead implied.
In the finale, Beth Holmes relives her death in her dreams. Sherlock later relives the same moment in one nightmare but with a horrific twist that leaves him screaming himself awake.
Both Holmeses continue these patterns into the second season with Tear Jerker results.
In The Lion King Adventures, Simba keeps having Recurring Dreams featuring Hago. They begin in Series Two and don't stop until midway through Series Three. It turns out that Hago is using them to try and psychologically damage him.
In Breakfast at Tiffany's, Holly gets into bed with Paul and talks in her sleep about, apparently, losing her beloved brother in the snow. The trope is slightly averted in that she'd already revealed, earlier in that scene, that she worries about her brother, but not the extent to which it distresses her.
Wolverine in the X-Men movies is shown to have some nasty nightmares about his experience with Weapon X. Nightmares so nasty he wakes up and stabs whatever's in front of him.
Detective Spooner, the main character in I, Robot, has nightmares about the car accident that resulted in a 12-year-old girl dying and him surviving. As if he didn't have enough Survivors Guilt already.
In Dan Abnett's Gaunt's Ghosts novel Ghostmaker, Major Rawne stands over Gaunt while he is sleeping. He is considering killing him for preventing him from trying to save his planet, Tanith, when he hears Gaunt babble about Tanith, and no, and I won't let you. Enough to keep him from killing him.
Later, Gaunt realizes that something is odd when he dreams about Tanith before it was destroyed; it is the lack of destruction that is odd, because his dreams are haunted by Tanith's destruction.
In Necropolis, soldiers are ordered to close the gates on refugees because the city already has as many as it can take (and feed). They are described as having nightmares about it for years.
In First & Only, when on Cracia, Corbec reflects on how Fortis Binary still shows up in his dreams, but less frequently as time passes.
In Honour Guard, Dorden describes dreaming of his dead son, which he thinks a message; Corbec asked if he had dreamed before, and Dorden says, every night, but this felt different.
In Graham McNeill's Ultramarines novel The Warriors of Ultramar, Sister Joaniel still has Bad Dreams of her work on Remian IV, though she was dubbed "the Angel of Remian" by the soldiers grateful for her ministrations. (Didn't help that she was the sole survivor of a direct hit on her hospital.)
The Killing Ground features numerous characters suffering from Bad Dreams.
In Gav Thorpe's The Last Chancers novels, Kage suffers from bad dreams while in warp. When, in Kill Team, he frightens the trainees by showing them he could have killed them all in their sleep, they suffer from bad dreams as well.
In James Swallow's novel Faith & Fire, Miriya says that her time as a warden over psykers still haunts her on the darkest nights.
In Dan Abnett's Xenos, Eisenhorn describes the Bad Dreams he suffers from a number of failures. He also suffers from Dreaming of Things to Come, and at the end of Xenos, explicitly says he can not tell whether dreams of a daemonhost were Bad Dreams or Dreaming of Things to Come.
It's never stated exactly what the deal is, but Mr. Tulip in the Discworld novel The Truth supposedly screams in his sleep due to severe childhood trauma. The only clue we get is something about hiding from soldiers inside a church.
Throughout the first book of The Fallen Moon Arren has dreams about falling that are part Flash Back and part Foreshadowing. Durring these he also talks in his sleep, a monotone asking for help.
In Dorothy Gilman's The Tightrope Walker, Amelia is plagued with nightmares. Once, she wakes up screaming of the nightmare of finding her mother's body after she had committed suicide by hanging herself. She confesses to Joe that her mother had not just died when she was young, she had committed suicide. Joe deduces from her comments that her mother must have known she would find the body.
When Harry is mocked by his cousin for this, we learn that he's been having dreams about Cedric's death.
Also, Dumbledore, when tormented by Voldemort's poison/elixir in the cave at the end of Half-Blood Prince has some bad, bad recollections.
Ginny whilst possessed by Riddle in Chamber of Secrets, assuming Percy was telling the truth about her having nightmares.
And Molly had dreams about her husband and children dying.
In Death's Eve Dallas gets these. She often has to be dragged out of them by her husband Roarke.
In Stephen King's Apt Pupil, one of the main characters, who used to be a commander of a Nazi concentration camp, frequently has nightmares about it. He eventually commits suicide by overdosing sleeping pills, and he ends up dreaming those dreams - forever.
The other main character, a boy who blackmails him to tell stories about the Holocaust, also gets nightmares from them.
Imriel de Courcel from Kushiel's Dart. Her having been kept as a sex slave for over a year at the age of ten, it was understandable.
In Robert Jordan's The Wheel of Time, certain characters can inhabit the World of Dreams, where you can be killed by your own nightmares, or sometimes other people's nightmares.
And some of Egwene's prophetic dreams scare the living shit out of her. Especially the one with the lamp and the ravens.
Crake, from Oryxand Crake, is mentioned to scream in his sleep, but says he never remembers his dreams.
In Death Star, Nova Stihl, a trooper on the Death Star, was mildly Force-Sensitive. Not only did he dream of future events, but as the date before the Death Star was completed and tested came near his dreams became worse and worse, and apparently he woke up screaming pretty often. The gunner who actually fired the Death Star quickly found that Evil Feels Terrible, and he just plain couldn't sleep for guilt and horror.
Croyd "The Sleeper" Crenson spends weeks awake, then weeks to months sleeping. The same nightmare returns every time, unless he seeks professional help. As Croyd grows more and more paranoid with every waking day, said help is very unlikely.
James "Demise" Spector has survived the Black Queen, a condition usually fatal. He is permanently experiencing death, and tries to never fall asleep sober.
Jay "Popinjay" Acroyd returns to the same nightmare every night. He gets better after teleporting a nightmarish Joker-Ace into said nightmare.
Carrera's Legions: Carrera is plagued by these, both over the murder of his family in a terrorist attack and, later, his nuking a city to get the family of the leader of the terrorists he was fighting in the first half of the series.
In Krabat, when some peasants ask the miller (really an evil wizard) to make it snow, Jerkass Lyschko uses magic to make them think they were attacked by wild dogs. In the night, someone makes Lyschko dream of wild dogs killing him. Five times, then the other boys have enough and make him sleep somewhere else.
King Elias in Memory, Sorrow, and Thorn is plagued by dreams so terrible that he no longer sleeps, opting instead to wander his castle throughout the night. Other characters closely affected by the swords are also tormented in their sleep; most notably Simon, Guthwolf and Camaris.
Also by Wen Spencer, Ren of A Brother's Price has a lot of bad dreams tying back to a theater explosion six years ago which killed her husband and all of her older sisters.
In Melisa Michaels's short story, "I Have a Winter Reason" (which was repurposed as the prologue to the first Skyrider novel), Melacha ("Skyrider") is tormented by dreams of the accidental death of her lover Django, for which she feels responsible.
The first chapter of Greek Ninja begins with Sasha having one.
Zak Arranda opens Galaxy of Fear: City of the Dead with a dream that he is safe at home and the destruction of Alderaan never happened. It turns bad when the body of his mother turns up, asking why he left her behind. He wakes up screaming. And yep,he has more than one dream like that.
Frodo Baggins from Lord of the Rings often has bad dreams during the quest. They get more frequent as he approaches Mount Doom, due to the heavy toll the Ring is taking on his mind.
The protagonists in the Circle of Magic books by Tamora Pierce. Tris gets them in the first quartet after she sinks a pirate ship full of oarslaves. Sandry gets them as the result of the plague that killed her parents and then after working with unmagic in her Circle Opens book. Briar has them in Will of the Empress after living through the war in Battle Magic.
Ricker, from Casey Fry's Death Speaker, is an assassin who spends most of his time while asleep suffering from nightmares that are retellings of jobs he has taken in the past. And that's not counting the memories he relapses into while awake.
In addition to Dreaming of Things to Come, Buffy experiences guilt-fueled dreams about her encounter with Faith in the season 3 finale episode "Graduation Day" (part 1). These dreams begin peacefully but become Bad Dreams because of Buffy's guilt. The dreams appear in episodes involving Faith after the aforementioned encounter.
Likewise at the beginning of Season 3, Buffy's dreams reflect her guilt at killing a re-souled Angel in the Season 2 finale. The dreams stop after she confesses her action to Giles.
Genevieve is plagued by prophetic dreams and the memories of past Slayers and their deaths. One of the reasons she wants to kill Buffy is because Roden lied and told her the dreams would end when Buffy was dead.
Angel has them with such regularity, one wonders how he catches any winks without valium. Yet another downside to being undead: vampires share a Psychic Link with their kin. When a vampire he sired 100 years ago starts killing people locally, Angel feels it. In Angel Season Two, Angel starts having... erm, 'dreams' about his maker. It is later revealed that Darla is dosing him with occult herbs to drive him into a frenzy.
Burn Notice: Michael has these in S5 of Burn Notice due to the stress of being targeted by the organisation that burned him and his fear the organisation still exists.
Spencer Reid in Criminal Minds. In the two-parter "The Instincts" and "Memoriam'', the entire plot is driven by the fact that he is having horrible dreams that include finding a dead body behind a dryer, seeing babies at a crime scene, and being devoured by leeches (he wakes up in the middle of the night at a victims house shouting "Morgan, get 'em off me!", which is a huge piece of bait for shippers). He later connects these dreams to his father in "Memoriam" and the investigation is on.
Earlier in the show, Rossi is haunted by nightmares relating to the Galen murders.
The Doctor Who special The End Of Time begins with everyone on Earth having nightmares of a laughing man.
In "The Next Doctor", the amnesic, possible future incarnation of the Doctor has Bad Dreams, stating that with everything a Time Lord has seen and done, of course he has Bad Dreams. The Tenth Doctor simply replies "Yeah,". Jackson Lake isn't the Doctor though. His Bad Dreams are caused by the death of his wife and kidnap of his son that he's suppressed the memory of out of grief.
In the Series Five episode "Amy's Choice", the Eleventh Doctor's cheerful carefree manner is revealed to be a mask at least some of the time. This is revealed in two dreams caused by psychic pollen. Amy and Rory are also included in these dreams, so they end up seeing Eleven's inner darkness for themselves.
"They've Got a Secret", a first-season episode of Farscape, shows a hallucinatory version of this: D'Argo is awake and walking around the ship, but is hallucinating, and thinks that the other characters are actually people from his past. They eventually realize this, and play along to get him to snap out of it. We (and his crewmates) learn about his wife and son in this way.
The later-period Mash episode "Dreams" consists of each of the exhausted characters falling asleep and dreaming a symbolic but horrific dream reflecting the war (except Potter, who has a really nice dream about home). At the end, as they're all talking about going to bed, Winchester quotes, "To sleep, perchance to dream"...and everyone decides that they'll have another cup of coffee, after all.
In "Hawk's Nightmare", the imitable Hawkeye goes through sleepwalking and terrifying dreams from which he wakes screaming loud enough to rouse most of the camp. It's determined that he's having a sane reaction to his insane situation, and the worst his childhood had to offer was $20 he may or may not owe an old friend.
Robin from Robin Hood has nightmares about fighting in the Holy Land, but oddly none (that we see) about the fact that Marian was murdered in the Holy Land. On the other hand, Guy is seen having a nightmare after he kills Marian.
In the first series of Spaced, Tim wakes from dreams of his ex-girlfriend shouting out her name on several occasions.
The main characters from Supernatural get hit by this a few times.
In season four, Dean spends many nights tossing over his nightmares of hell. In season seven, Dean is once again having nightmares, this time about Castiel's death and Sam's hallucinations. Well, mostly about killing Sam's monster friend.
Sam had nightmares throughout Season 1. While some were visions, the ones where he watched his girlfriend die over and over again still affected him like this. In season seven, his hallucinations of Lucifer began as nightmares.
In one episode, Bobby's nightmares are used against him by a Monster of the Week, as are Dean's.
Agent Mulder often relives his sister's kidnapping during nightmares.
In season 2, Mulder dreams of Scully being tortured by those who abducted her.
Reversed in season 8, in which Scully has nightmares of Mulder being tortured ruthlessly by aliens. These get so regular she panics when she's not having them anymore, for fear that his death may be the reason.
The two-part 3rd Rock from the Sun episode "A Nightmare on Dick Street" has each of the aliens experiencing a vivid bad dream (shown in 3D, no less).
In the Torchwood episode "Small Worlds", Jack Harkness dreams about his last encounter with The Fair Folk, and how all his men died.
In "Adam", the titular antagonist, makes Jack relive in his dreams, the repressed memories of the death and enslavement of everyone on his homeworld, The Boeshane Peninsula, which was the day he lost his little brother.
In Sherlock, John Watson is shown to have nightmares about his time in Afghanistan.
Subverted in that those dreams are revealed not to be actually nightmares at all, but because;
Mycroft: You're not haunted by the war, Dr. Watson. You miss it!
In an episode of Tales From the Darkside, a gangster is given a chance to dream beautiful dreams for all eternity. During the trial run he experiences occasional nightmare visions, but is assured that when he goes into the permanent dream state, those will disappear. He goes for it, and it does not end well for him.
In one of the multiple endings, Albel Nox from Star Ocean: Till the End of Time is accused by the protagonist of causing him to wake up every night with his screaming from nightmares. Albel's considerable angst over his dead father is ostensibly the cause. Albel's father was a renowned and successful leader in Airyglyph's military, and he died when Albel failed the test to join the same military branch, the Dragon Brigade. This would have resulted in Albel dying in a fire, if his father didn't step in to save Albel at the cost of his own life. Even though Albel's father saved his life, Albel still got burned pretty bad and lost most or all of his left arm.
Cloud from Final Fantasy VII experiences these regularly over the course of the game (sometimes while he is wide awake).
Haunted by his actions in the attack of Mysidia, and distraught by the King stripping him of his rank, Cecil from Final Fantasy IV suffers from bad dreams on the night before his assignment on the Village of Mist. Rosa is there to comfort him.
At the end of Metal Gear 2, Snake yells at Big Boss that he's had terrible nightmares for the last four years, and says that by killing Big Boss he can end the nightmares. Not only does this not work, it's not terribly conducive to drama when Snake's nightmares were never actually mentioned until that one scene. On the bright side, the nightmares were eventually developed into PTSD and this was used to flesh out Snake's character into something more rounded.
Metal Gear Solid 3 has a bonus scene if you save while in the prison cell which is Snake's (somewhat odd) nightmare (Snake's afraid of vampires, and Para-medic talks about Dracula after you save). The scene is actually a demo of "Guy Savage", a game that was never released. Following the dramatic wake-up you can call your support team to get some humorous conversations (like SIGINT's rather disturbing dream).
In Metal Gear Solid: Portable Ops, Python mentions having nightmares every night due to the people he's killed as an assassin, which was only training for him to kill Snake. By killing Snake, he reasons the nightmares would go away.
In the Point Lookout DLC to Fallout 3, your character is exposed to hallucinogenic swamp plants, and goes on a bad head trip through the swamp; including mocking bobble-heads with inscriptions insulting you and your mother's death. Then when you wake up, it's revealed somebody cracked open your head and cut out a chunk of brain.
In the Dragon Age series, Grey Wardens suffer Bad Dreams after the Joining due to their new connection to the Darkspawn taint that lets them hear the Call of the Old Gods. How bad it gets varies from Warden to Warden; a rare few are almost fine, while others can have trouble sleeping their entire lives. The worst part is that this is the warmup. After thirty years or so, the dreams get really bad, showing the taint is overcoming the Grey Warden. Rather than succumb to it, the Wardens travel to the Deep Roads to die while killing as many Darkspawn as possible.
Bao-Dur and the Exile in Knights of the Old Republic II are revealed to have bad dreams about the Mandalorian War, particularly the final battle. In a randomly generated cutscene on the Ebon Hawk, the Exile walks the ship while everyone else is asleep - except for Bao-Dur, who can't sleep for the same reasons, and sympathises.
Fallout: New Vegas gives us potential companion Craig Boone, who was forced to Shoot the Dog twice. After you gain his trust, he'll tell you that he thinks about the massacre of Bitter Springs even when he sleeps. He also states that a dream made him reconsider traveling with the Courier to the site of the massacre.
Kratos's motivation to serve the gods in the first God of War game is to rid himself of the nightmares that he'd been plagued with since he killed his wife and child. Unfortunately, while he ultimately obtains forgiveness from the gods for his service, they don't take away the nightmares.
The PokémonDarkrai's Special Ability is named this. It hits an opposing Pokemon for 1/8 of its max HP at the end of every turn if it is sleeping. The move Nightmare does the same thing, but it does 1/4 of their max health instead.
In Mass Effect 1 Shepard can tell Liara that they're being kept up at night from dreams and visions from what Shepard saw when they accessed the Prothean beacon.
When Liara asks Shepard at the end of The Lair of the Shadow Broker DLC for Mass Effect 2, Shepard will reply that they're no longer having visions, "if that's what you mean."
And in Mass Effect 3, they have a recurring dream about a young boy they failed to save on Earth. It is indicated in dialogue that Shepard now suffers nightmares about The Fall of Earth every time they goes to sleep.
In an e-mail conversation in Assassin's Creed: Brotherhood, Rebecca says that she hears Demond screaming during the night. Apparently, there are some psychological drawbacks to strapping a person to a machine that messes with their memories for several hours at a time. Who would have guessed?
In Tales of the Abyss, main character Luke is realistically traumatized by the first time he kills a human soldier, even though it was in self-defense. Late in the game, after much character development, Jade mentions that he knows Luke continues to wake in the night trembling from nightmares after days when they have to kill people. This seems to underscore that even when Luke was a brat at the start of the game, he still had the essential kindness toward others that he develops in more obvious ways later on.
Nightmares make up multiple stories in Fallen London. Following a nightmare path all the way through can leave a player permanently changed, and there is a creature called the Eater of Chains that attacks people in their dreams. Have too many nightmares, and you might end up having a stay at the Royal Bethlehem Hotel
Miles Edgeworth in the first Ace Attorney game admits that he's dreamed of his father's murder almost every night for the last fifteen years.
Fate/stay night: Shirou Emiya still has dreams about the end of the fourth Grail War and is wracked by his helplessness to save those around him at the time. As he learns more about the War the dream gains a new feature: The true form of the Grail when it partially manifested.
Katawa Shoujo has this play a part in two of the five stories, Hanako Ikezawa's and Emi Ibarazaki's. Hanako's stem from the origin of her scars and is left at that, but Emi's end up being a significant factor in her arc.
In Little Busters!, both Komari and Kud's routes involve them having bad dreams. Komari's are perfectly peaceful scenes of herself with an older boy acting as her brother, but they make her quite uneasy because she doesn't have a brother and feels disappointed whenever she wakes up. Kud has the more traditional example of recurring nightmares after she hears that her home country is falling apart after a big explosion of a rocket there. In her good route the player never finds out why, but in the bad ending it's revealed that she was Dreaming of Things to Come - namely, her mother being executed.
In Lux-Pain, although Atsuki haven't dreamt them since joining FORT, the dream about how his parents died, as well as his sister being eaten by Silent infectees and barely surviving, came back in Episode 1 and it counts. No one knows about it until Rui accidentally reads it with her fortune-telling powers.
Yo-Jin-Bo allows you to have a conversation with either Yo or Ittosai if you choose to stay in the cave with them while on their respective paths. Yo dreams about a time when he accidentally hurt his mother as a child, and Ittosai flips out and attacks Sayori, believing her to be his father.
Type Two is the primary way in which the reader learns Lexx's backstory in Alien Dice. Early in the story, Chel wakes Lexx up because he was crying out in his sleep while remembering one of his first attempts at suicide. He refuses to share his past with her.
In Prickly City, the voter who cast the deciding vote to elect Kevin, Lost Bunny of the Apocalypse, to the Senate (and get him out of Prickly City), has dreams of his campaign for the presidency — combining this with Anxiety Dreams.
9th Elsewhere: Since the story takes place almost entirely in one of the character's subconscious, this trope was inevitable.
In Homestuck, Alternian trolls as a race experience horrific nightmares and sleep in sopor slime to suppress the visions. They're implied to be caused in part by Doc Scratch.
The second day of morphE has the captives suffering nightmares of what happened to them before they woke up at the start of the story.
In The Gamers Alliance, Refan and Ronove suffer from these. In Refan's case it's mostly about the guilt for having killed for the first time, but he also has flashback dreams which make him gradually remember who was responsible for his mother's death, and later he even has nightmares about his nemesis who contacts him telepathically. Ronove's dreams make him gradually recover his memory, and their content foreshadows that he is in fact a former demonic Dreadlord.
Kate of KateModern is frequently disturbed by strange dreams featuring needles, morbid imagery and sinister figures. In the Grand Finale "The Last Work", it is implied that these are memories of being a baby in an Order laboratory.
These happen all over the place in Broken Saints. Chapter 7, Lucid, is all about the lucid dreams Raimi's been having.
Considering how traumatic her entire life is, Himei Shoutan of Sailor Nothing gets these very often. Most of the time, it's just pieces of her memory replayed for her viewing pleasure, but sometimes, her nightmares go all creative on her. She doesn't wake from them screaming. At least, not anymore.
Ayla Goodkind of the Whateley Universe routinely has Bad Dreams that reflect her self-doubts and the horrific traumas she has gone through since she became a mutant. Most of the Phase stories have at least one night of nightmares.
Egg of AJCO has suffered from them on-and-off throughout most of her life but after she contributed to Pi's death they came back increased tenfold, to the point that she was waking up in the middle of the night physically nauseous and unable to get back to sleep due to the hallucinations of blood staining her hands and dripping from the walls. They've been decreasing in intensity since she left the Silo to live in Katton, however.
Ti'Cira Hawk from The Gungan Council has reoccuring nightmares reliving the torture sessions under the hands of Azrael Daragon during her time in slavery.
Similarly notable in an episode of Justice League where the team was being locked inside their own nightmares. Batman, running on willpower and coffee, struggles mightily to stay awake, and when bad guy taunts him, he says, "You don't want to see my nightmares." That Chekhov's Gundoesn't fire, though, and he takes his opponent down before passing out.
In Ghost of a Chance, Kitty has a bizarre dream about befriending a girl named Danielle, and then she has more hallucinations/bad dreams about Danielle, including one where the mansion begins to flood and ooze slime from the walls, while a zombie-like Danielle calls for Kitty to help her. It turns out that Danielle is a mutant with psychic abilities, who had been trapped in a cave-in near where Kitty visited earlier in the episode. The dreams she was sending Kitty were messages for rescue before her body was drowned. We also get hints in the series that Danielle wasn't very popular in her hometown because she had a tendency to give other people bad dreams by mistake.
Wolverine also has nightmares about the Weapon X program; the episode they appear in has some justification, though, in that his brain is being remotely messed with by the original scientist in charge of the Weapon X program.
The Season 2 opener for Avatar: The Last Airbender shows that Aang has been experiencing nightmares (for what was probably the better part of a month) about his actions under the Avatar State in the previous season finale.
Zuko's had some bad dreams, too, mostly having to do with his struggle to please his father and his desire to fulfill his destiny, as seen in S 2 E 17, "The Earth King."
Season 3 has an entire episode (called "Nightmares and Daydreams") devoted to Aang's stress-induced nightmares before invading the Fire Nation. He forgoes sleep and decides to spend his days and nights training, resulting in a series of hilarious sleep-deprivation induced daydreams. Most of his so-called "nightmares" are also Played for Laughs ("Oh no, I forgot my pants and my math test!"), but at least one of them is seriously scary.
The finale of Courage the Cowardly Dog featured two of these, resulting from Courage's constant berating from an evil teacher. Both of them involve bizarre creatures taunting him about his imperfections. And these are nasty dreams, especially the first, more infamous one.
Subverted in an episode of The Fairly Oddparents. Timmy is very guilty of releasing the town goat and blaming Vicky that he has "wish nightmares" brought on by wishing in his sleep, creating a garbled pink mess in his bedroom.
People with post-traumatic stress disorder frequently have nightmares about the traumatic event in question.
In fact, this is a common enough symptom that treatment approaches for PTSD that target nightmares explicitly have been developed (and shown high efficacy).
People who fall into comatose states frequently have "dreams" in this vein as well, the memories of which usually haunt them for years to come. One member of the AdventureQuest forums allegedly was tortured by demons for three months while he was in a coma following an ATV accident and incorporated many of his hellish sequences into his stories.