In his X-ray of social life and mores in Rio de Janeiro in the second half of the nineteenth century, Machado de Assis often delved into the inner recesses of the human psyche, exploring what lies beneath the surface of his characters’ banal and apparently normal existence: their obsessions, monomanias, driving ambitions, unreason, idiosyncrasies, misanthropy. Bad dreams and nightmares not infrequently haunt his men and women, offering windows to their unconscious minds while characteristically blurring the boundaries between waking life and dream situations. Out of a body of more than two hundred short stories, this chapter engages with four of them centring on the protagonist’s nightmare, where a perfectly trivial event plunges them into a sinister oneiric world: “A vida eterna” (1870), “O capitão Mendonça” (1870), “A chinela turca” (1875), and “Um sonho e outro sonho” (1892). Resorting to psychoanalysis as a tool to explore the possible meanings these episodes communicate, this chapter discusses the notions of the uncanny (unheimelich), desire, anxiety, fear, guilt, frustration in relation to these narratives, while arguing that de Assis does not relinquish his celebrated corrosive humour and derision in his treatment of his protagonists and of the inner workings of late nineteenth-century “fluminense” society.