Have you ever been in a lucid dream, which quickly transforms into a nightmare? Even when you are aware that you are dreaming, sometimes it is at such a low level that you can't manipulate what is happening. Most people have had dreams like this, but if they happen too often, here's how to wake up.
(Source: Wiki)
Try to realize that you are in fact dreaming. It is much harder to wake up if you think this is all really happening to you. Try to point out things that are happening that cannot possibly happen in real life, or things that just don't feel right. In fact, you can have a lucid dream if this happens, you could even change a nightmare to a good dream this way, try doing things you have always wanted to do, there will be no consequence in your dream. Sometimes even if you realize that you are dreaming it will be hard to wake up, and I do not recommend flapping your arms around to do so, as you'll likely end up in a strange, half-dream state flapping around in bed scaring people.
Attempt to manipulate your nightmare away. Some people are better at this than others, and it's okay if you find it hard. It takes a lot of practice to fully master this skill. Once you have realized you are in a dream, you can change things that are happening, and make the scary events leave the nightmare. This is better than fully waking yourself up if you still want to continue sleeping, or if you liked the dream you were having. Keep thinking of what you want to happen. If you were having a nightmare where you were watching your puppy be killed, keep saying to yourself, "My dog will beat up the killer, and run into my arms". This should happen immediately without repetition if you think it hard enough.
Wake up if you cannot change the dream. If you are having a nightmare where you are in a house that's on fire, and you can't put the fire out, it's time to leave. You should notice that when you yell for help in your dream, it's more of a faint whisper that does not make a sound. This is because your mouth isn't open in real life. You aren't actually activating your vocal chords or using air, so no sound is actually coming out. Think to yourself, 'I'm going to actually call for help'. Some people get the sensation of their brain responding with a no. Continue telling your brain that you will in fact call out for help until the sensation goes away. This is usually the second or third time. Then, say something. You will notice that it seems harder than usual, and that's because you are actually using your vocal chords. This time, a noise should come out, and you should wake up, realizing that it was all a dream.
Try to wake up again. If you still can't wake up, and that fire is coming closer and closer, it's time for Plan B. Have you ever noticed that you don't blink in your dreams? It's simple: try to blink. This is pretty easy, and comes in handy if you are having a really scary nightmare. In the dream, your eyes should close, then when you open them, they will be open in real life. You will probably be awake by then. If it doesn't work the first time, shut your eyes closed, hold them there for a few seconds, then slowly open them.
Try jolting yourself. in your dream, shake yourself so much that it has an effect on you in real life. When you are going to sleep and you have nightmares often, sleep in a position that's easy to 'kick' your legs, in the dream, really kick your legs in the dream which would hopefully wake you up.