When I have nightmares (which is sadly fairly often), I usually write something about it on my blog, or read an article online, watch a video, something like that. Anything to keep myself distracted until I calm a little so I can look at my dream objectively and try to make sense of it. I've also found that listening to music (quietly) can help, though of course everyone is different. I can't always go back to sleep when it happens, but this usually helps me out.
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