One of the more interesting things to do with nightmares is to "chase them back" - from the problem of being chased in your dreams.
An old adage, is that "when they stop chasing, you stop running." But you can turn this back around.
Usually, you are woken up by this dream. Now, if you quickly realize what it is that you are struggling with - seeing your dream as symbolic for something in your daily physical world - you can decide and change your dream to do something about it.
For instance, today I was woken up by something I disliked about my day job. Instead of rolling over and hoping I didn't get back to that dream, I considered what I really wanted to be doing with my life - my ideal scene which didn't include that day job. Now smiling, I then drifted back to sleep.
Sure enough, that dream returned - but the outcome was different. It turned into a quite pleasant dream - and I woke up refreshed.
While this may take some practice - and you have to figure out your own life a bit - at least it is an alternative to being chased.