If you have nightmares you can overcome them through lucid dreaming. If you realise you are dreaming, you know you have nothing to fear.
Confront your enemy
The best thing to do is to confront your enemy. If something is chasing you, turn around and
look at it. Sometimes this is enough and the scary thing turns out to be nothing to be afraid of at all.
When the enemy is still hostile, ask him what he thinks is doing in your dream and defeat it. Feel the power of the knowledge that he is part of your imagination, that you are in control and that it should listen to you.
Demand a gift
If the enemy is defeated, demand a gift. The purpose of the gift is to transform the negative into something positive. You will
always get a gift. These gifts are really amazing and give you a very powerful feeling. Once I got a gift of really beautiful music, and I could still hear it when I woke up...
If you use this technique in a nightmare it won't haunt you again.
Give a big hug
Another approach is to hug your enemy. Essentially, all parts in your nightmare are parts of you you are afraid to see. If you hug your enemy in your dream you will transform your fear into love and thus dissolve it.
A dream of mine:
Once, I had a dream in which a German soldier from WWII was coming after me to make me prisoner or something. I ran down a bridge and hid myself in a corner. Then I realized I was dreaming.
"I want to know who that is that is after me, and why he’s doing it" I said to myself.
I yelled: "Here I am! Come and catch me!".
There he came. But the mean-looking soldier had transformed in a small childlike woman.
I asked: "Who are you?"
She replied: "I’m your fear for the unknown."
This was a very emotional moment in the dream and crying, I hugged her.
I realized that my "fear for the unknown" had made me "run away" in real life situations.