Do Dogs Have Nightmares?

Last night at about 3:22 I woke up to the sound of Fullerton screaming bloody murder. I have never heard him (or any dog for that matter) make a sound like that in my life. I leaped out of bed and flicked on the light switch and looked at Fullerton who was laying on his dog bed and had already stopped screeching. He did look like he had seen a ghost though. I went over to him and sat on the floor next to his bed and started petting him. He slowly crawled into my lap until he was in a sitting position with his head on my shoulder. It was so pitiful and I felt so bad for him. I have no idea what happened. He has been fine and dandy all day and acting totally normal. It scared me so badly that I could not get back to sleep at all. So, I am wondering, do dogs have nightmares?