I have a few recurring dreams that border on the edge of nightmare. I can't remember them, though. I just wake up with a distinct feeling that I can't really describe, and it typically lasts through the entire day, or at least the first half of it. They aren't quite "big dreams", but they do have a certain emotional effect.
A recent, train-related dream I had: I was in some mysterious yard with nameless acquaintances and we jumped in a fully furnished boxcar. Interior lights, carpet, some sofas, and a television. And we all just got in and sat down, as if it all boxcars were like that, and then my alarm went off and it was back to reality for me.
Another dream I had, a few months ago, that's stood out in my memory: My family and some people I didn't recognize, but just felt that I had known for all of my life, were being held hostage in our own home by a group of criminals. Their motives were never discussed; all I know is that the entire dream was drenched in sadness. At some point, they began leading people out to the garage to execute them. This carried on for a few moments until it was my turn. When I got out to the garage, however, I found a knife, or perhaps suddenly realized I had had one the entire time, and drove it into the bald head of my would-be executor over and over again. And then the dream was over.
Most exhausting dream ever (occurred when I was probably 8 years old): It started off with a bad dream, though I can't remember what, exactly. Anyway, I woke up from the bad dream and walked to my parents room. But the second I opened the door, reality dissolved into dream and I found myself flying across the world at light speed, ultimately landing back in my bed. I assumed that the dream was over, so I got up and went to my parents room - only for it to happen again. This went on for three or four trips around the world before I forcibly woke myself up.