Nightmares after sessions

Has anyone had experience with this after their sessions? I am dealing with anxiety so I think this may be normal but I haven't had nightmares in years.
The dreams are around someone trying to kill my and watching my friend be murdered. Needless to say, not very fun!

What kind of psychotherapy are you taking?

I'd say that it is fairly common in therapy as it uncovers buried feelings and events.
I had really intense dreams where they almost felt like they really happened. It also blurred reality during my waking hours wondering what was real and what wasn't. Luckily I had someone close to me telling me that the dreams weren't real.
It was an uncomfortable period, but subsided after awhile.
It was during a heavy medication and therapy regimen after release from a hospital. I was still unemployable, but they said to concentrate on getting stable first.
Hopefully yours subside soon. Look at it as part of the mind getting better. The therapy is obviously working as it is digging up something.
Discuss this with your therapist if you haven't already.