Nightmares are dreams that cause intense fear. These dreams are often complex and fairly long. During the dream, the sleeper usually encounters or experiences a threat to their life or safety. Nightmares are also reported that do not involve physical danger.
As the dream progresses, the threat to the person usually increases, as does their sense of fear. Waking usually occurs just as the threat or danger reaches its climax. It is often difficult for a person to return to sleep after waking from a nightmare. Nightmares usually occur during the second half of the night's sleep.
This could be what you are describing.
Kitt, Moderator: Anxiety/Panic & Depression& GERD Forums*~*
Wow! That is exactly what experience almost every night. ... not every night.. but at least 4 times a week or so... takes me days to get over one nightmare...and bang , I have another one.... the feeling of knowing you're awake and aware of your dream but can't wake up is awful... I actually ache... my arms and legs won't move but they hurt , a lot... I try and try to wake up and when I finally do... I'm shaky, weak and can barely walk. I've been experiencing this for years... My counsellor said that bad memories, traumatic events in one's life aren't meant to stay bottled up... they have to come out somehow, somewhere... She said it would actually do my body, mind more harm if I didn't have the nightmares....
Sure wish they would leave me alone though... I haven't had a good nights sleep in soooo long. I sometimes wish God would just knock me out with a little baseball bat, render me unconscious for a couple of days... just sweet sleep... no nightmares. ! Guess what I'm going to be doing when I get to heaven... first... eating like there is no tomorrow... everything my little heart desires.... and second... sleeping!