I don't know about the nightmares. It kind of depends on what things scare you after the fact. It's really and truly gruesome, and very frightening in the theater, but I didn't have nightmares afterwards. You end up with a lot more to think about than the horror flick aspect of it.

That being said, I'm much more prone to being scared by suggestion and "zombies" have never been too much on my running and hiding fear factor. Being all alone in the world, that freaked me out as much as the zombies.

I think also, one of things that makes it scare is the total absence of everyday life - the lights and the noise and the traffic, and since those things are so present in reality, I, at least, wasn't as scared after the fact.