This ties into continuity, that I'm not sure was ever mentioned again.

Another issue of this ninety-nine cent book, from 1996, Over the Edge #7, "Breathless Nights" Written by John Rozum, pencils by Stephen B. Jones, inks by Mike Witherby and Ralph Cabrera.

I know I had a friend reading it at the time, but I've never read the 1994 Nightmare limited series. It was written by Ann Nocenti and I think it might've been like Druid or Hellstorm, Marvel attempting to get into Vertigo's territory. There's a bit of a recap of it here, after Dr. Strange follows a lead in the case of a woman whose last three dates have all died in their sleep, to Nightmare. (This was before the term 'ghosted,' came into vogue, but I don't think that's quite what it means...)

Nightmare had taken a mortal form, "Edvard Haberdash," because he fell in love with a girl named Roxanne: she had loved him until realizing his true nature, and now seemed to be with him to protect others. He's trying to win her back, but is also furious a mortal and one of his lackeys would dare use his realm without his knowledge, and seemingly destroys Doggerel, a little dog-like demon that had been left in charge. Strange and Nightmare find the killer and his demon in the nightmare dimension, but the killer takes off to kill Strange's body, sending the demon to kill the woman. Because Strange didn't want Nightmare to get the killer, he has to trust Nightmare to save him; which he does, somewhat grudgingly. Strange stops the killer and wipes his mystic books, but isn't quite convinced Nightmare is trustworthy yet. And later, the killer struggles to stay awake, since Nightmare is waiting for him...

Hmm, this copy wasn't the ninety-nine cent version: this was a split book with Professor Xavier and the X-Men #7.