Is it normal for pregnant women to have nightmares?

Last night I had one of the most terrible dreams in my life. I don't remember all of it but it seemed to go on foreever until I woke up crying. My nightgown was drenched in perspiration. I'm staying with my in laws while my husband is away for Army Infantry Training. They were very upset when he joined the Army and feel it was a bad decision that I played a role in (It's true I did encourage him to join). I started my ninth month. Ok its about the Army so I didn't say why I was upset. It had nothing to do with being pregnant. The part I remember was seeing my husband wearing a dress military uniform with a sword boarding an airplane. Our son was standing next to me. Another part I remember was standing under a Chupa (Jewish Wedding Canopy) receiting our vows but I couldn't see the Rabbi's face. Then I heard the Rabbi say Kaddish (Jewish prayer for the dead). Last part I remember was boarding a train with my son @ the conductor turned and it was my husband with a death mask