I've heard people say that demons or the devil were messing w/their dreams...or whatever and I don't really have any reason to think that that is impossible.....but I think some nightmares can come from stressful times in our lives or other reasons.
This is an interesting question on it's own as who really knows what they are capable of or might do in a certain situation? I think people surprise themselves all the time.
I agree stress can cause nightmares. I've also had other things cause them. My dad and I used to consume a huge pot roast in one sitting. I'd then stagger to the couch and fall asleep and have nightmares.
Happens whenever I eat too much and then immediately go to sleep.
Also, when I watch a scary movie I'll sometimes have a dream about someone chasing me with an axe or something.
I probably had one after watching Fallen. Spooky (but really good) movie.
I can't ever see myself getting into a gun battle, but I've had dreams where I'm fighting my way through a warehouse (usually after watching an action movie). Weird how that stuff works.
I've actually had a number of dreams come true. Because of that, whenever I have a "realistic" dream, I start thinking about the possible message behind the dream.