Waking up from a nightmare and taking a good half hour to realize "it was just a dream, everything's OK...gods, I can't believe...ONLY A DREAM! A DREAM!"
Stuff like when I have a girlfriend, dreaming that she's cheating on me and I walk in on her with a guy, or the always fun "assassin shows up ready to do me in" screaming nightmare, or dreaming of someone close to me dying/getting diagnosed with cancer...
Then there's the dreams that are just plain weird, like after I had a short fling with a girl and dreamed that I was in the Fallout universe and had a Pip-Boy on my wrist and looked under "Effects" and one of them was "HIV Positive---About to Die" (seriously, my mind is a weird fucking beast. But the fucked-up dreams DO have a tendency to keep my life on the straight and narrow...)