Cacophony Unleashed

When Cacophony Unleashed enters, if you cast it, destroy all nonenchantment creatures.
Whenever Cacophony Unleashed or another enchantment you control enters, until end of turn, Cacophony Unleashed becomes a legendary 6/6 Nightmare God creature with menace and deathtouch. It's still an enchantment.

Gisela, the Broken Blade

Flying, first strike, lifelink
At the beginning of your end step, if you both own and control Gisela, the Broken Blade and a creature named Bruna, the Fading Light, exile them, then meld them into Brisela, Voice of Nightmares.

Umbris, Fear Manifest

Umbris, Fear Manifest gets +1/+1 for each card your opponents own in exile.
Whenever Umbris or another Nightmare or Horror you control enters, target opponent exiles cards from the top of their library until they exile a land card.

Chainer's Torment

(As this Saga enters and after your draw step, add a lore counter. Sacrifice after III.)
I, II — Chainer's Torment deals 2 damage to each opponent and you gain 2 life.
III — Create an X/X black Nightmare Horror creature token, where X is half your life total, rounded up. It deals X damage to you.

Nightmare Shepherd

Flying
Whenever another nontoken creature you control dies, you may exile it. If you do, create a token that's a copy of that creature, except it's 1/1 and it's a Nightmare in addition to its other types.

Swimmer in Nightmares

Swimmer in Nightmares gets +3/+0 as long as there are ten or more cards in a single graveyard.
Swimmer in Nightmares can't be blocked as long as you control an Ashiok planeswalker.

Nightmare Lash

Equipped creature gets +1/+1 for each Swamp you control.
Equip—Pay 3 life. (Pay 3 life: Attach to target creature you control. Equip only as a sorcery. This card enters unattached and stays on the battlefield if the creature leaves.)

Neva, Stalked by Nightmares

Menace
When Neva, Stalked by Nightmares enters, return target creature or enchantment card from your graveyard to your hand.
Whenever an enchantment you control is put into a graveyard from the battlefield, put a +1/+1 counter on Neva, then scry 1.

Persistent Nightmare

Skulk (This creature can't be blocked by creatures with greater power.)
When Persistent Nightmare deals combat damage to a player, return it to its owner's hand.

Startled Awake

Target opponent mills thirteen cards.
{3}{U}{U}: Put Startled Awake from your graveyard onto the battlefield transformed. Activate only as a sorcery.

Startled Awake // Persistent Nightmare

Hopeless Nightmare

When Hopeless Nightmare enters, each opponent discards a card and loses 2 life.
When Hopeless Nightmare is put into a graveyard from the battlefield, scry 2.
{2}{B}: Sacrifice Hopeless Nightmare.