If you have a big worry on your mind before going to bed you may have intense dreams or nightmares and can cause anxiety in your sleep. And when you wake up from an intense dream you can be anxiety-riddled.

Happened to me when I took a trip to London. I was going to rent a car the next day and I really didn't feel that I would be able to drive on the left side of the road and woke up with a bad anxiety attack that morning: chest pain, shortness of breath, sweating.