Once Razputin comes out of the building where he gets the plunger, a small scene will happen where a tear in the concrete with skinny red arms will apear and Raz is pulled into it. He is thrown out into a fiery battle area. There, he will fight the Nightmare. This happens twice while inside Boyd Cooper's mind.
- Nightmares also have a cameo in Milla's Dance Party. Here, they are seen in the toy chest located in the tucked away room in Milla's mind. They speak with the tormented voices of the children whom she took care of that died due to a mysterious fire.
- Using Clairvoyance on the Nightmares will show Raz as a shadowy figure covered in question marks.
- The Nightmare battles in the Milkman Conspiracy are a remnant of an abandoned subplot for the game. Originally, the Nightmares in Milla's Dance Party were intended to escape during the course of the game, forcing Raz to retrieve/defeat them before they could ruin the mental worlds of others. This was later changed (due to the developers feeling that Milla would never allow her Nightmares to threaten the safety of the camp), but the Nightmares that lurk in Boyd's mind remained.