Anxiety? Bad dreams giving me panic attacks...
For my last pregnancy, my midwife suggested skullcap. It was a life saver at preventing and even calming panic attacks. I've read mixed reviews on it so do your own research before taking it. My friend's midwife said she'd prefer she took it in a tincture. I preferred it in a tea/infusion form. I haven't asked about it yet this pregnancy because (knock on wood) I haven't need it yet. I tend to only get panic attacks during pregnancy (the memories of the panic attacks have been awesome birth control in the past!)
Oh and rescue remedy also work for me for anxiety attacks and minor panic attacks as well. It will sometimes also prevent.
Something even more simple... when I cant get back to sleep, I listen to hypnosis healing frequencies on my ipod. I recommend Glenn Harrold and any of his solfeggio tones.
Good luck. I know how hard it is. :-)