Depends on what the nightmares are about. EG. monsters and vampires - stop watching horror films lol.
If they are nightmares about a specific thing though, such as dying, then using deep breathing techniques such as you would use in yoga (or even when giving birth of all things!) to calm you are well worth trying.
I used to have horrific nightmares abut dying up until I was in my late teens/early 20's and was told to treat the nightmares like panic attacks as they produce similar symptoms. I still get them, but am able to control the panic feelings very very well since I was given this advice.
I hope this helps. xxxx